+214.0%
ARM vs SPGI
+33.8%
+180.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -1.9% | -11.1% | -12.9% |
| 7D | -27.1% | +2.6% | -29.7% | -27.2% |
| 30D | -44.9% | +19.3% | -64.2% | -45.8% |
| 3M | -39.3% | +15.5% | -54.8% | -40.2% |
| 6M | -20.2% | +18.3% | -38.5% | -22.4% |
| YTD | +52.5% | -3.8% | +56.3% | +58.0% |
| 1Y | +4.1% | +1.3% | +2.7% | +5.1% |
| All | +214.0% | +33.8% | +180.1% | +162.6% |
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