+193.0%
ARM vs SPGI
+29.4%
+163.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.7% | +6.0% | +6.6% |
| 7D | -5.3% | -0.9% | -4.5% | -5.2% |
| 30D | -30.0% | +15.5% | -45.6% | -31.5% |
| 3M | -34.1% | +15.7% | -49.7% | -35.6% |
| 6M | -12.6% | +19.1% | -31.7% | -16.3% |
| YTD | +70.4% | -4.1% | +74.5% | +76.2% |
| 1Y | +22.3% | +1.2% | +21.1% | +22.7% |
| 3Y | +261.2% | +31.6% | +229.6% | +199.5% |
| All | +193.0% | +29.4% | +163.6% | +154.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling