+228.9%
ARM vs SPMO
+116.1%
+112.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.6% | +3.1% | +1.4% |
| 7D | -15.2% | -8.7% | -6.5% | +3.1% |
| 30D | -40.7% | -18.7% | -22.0% | -7.1% |
| 3M | -39.1% | -16.4% | -22.7% | -8.5% |
| 6M | -26.4% | -11.9% | -14.6% | +2.0% |
| YTD | +59.7% | +4.9% | +54.9% | +57.1% |
| 1Y | +10.3% | +6.2% | +4.1% | +5.5% |
| 3Y | +228.9% | +115.1% | +113.7% | -18.3% |
| All | +228.9% | +116.1% | +112.8% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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