+228.9%
ARM vs SPGI
+32.5%
+196.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +4.8% |
| 7D | -15.2% | +0.3% | -15.5% | -15.2% |
| 30D | -40.7% | +18.4% | -59.1% | -41.6% |
| 3M | -39.1% | +15.7% | -54.8% | -40.0% |
| 6M | -26.4% | +17.3% | -43.7% | -28.5% |
| YTD | +59.7% | -4.7% | +64.5% | +65.6% |
| 1Y | +10.3% | +1.8% | +8.5% | +10.8% |
| 3Y | +228.9% | +31.7% | +197.2% | +175.2% |
| All | +228.9% | +32.5% | +196.3% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling