+296.4%
ARM vs SPGI
+21.8%
+274.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.5% | +4.2% |
| 7D | +5.5% | +0.1% | +5.3% | +5.4% |
| 30D | -8.2% | +8.4% | -16.6% | -9.6% |
| 3M | -35.9% | +11.8% | -47.8% | -38.0% |
| 6M | +103.1% | +5.7% | +97.4% | +99.7% |
| YTD | +130.6% | -9.7% | +140.3% | +140.1% |
| 1Y | +86.1% | -12.5% | +98.5% | +97.4% |
| All | +296.4% | +21.8% | +274.6% | +247.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling