+296.4%
ARM vs SPMO
+156.8%
+139.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.6% | +2.3% | +0.7% |
| 7D | +5.5% | +2.0% | +3.5% | +1.4% |
| 30D | -8.2% | -0.4% | -7.8% | -7.4% |
| 3M | -35.9% | -1.9% | -34.0% | -32.0% |
| 6M | +103.1% | +25.0% | +78.1% | +34.7% |
| YTD | +130.6% | +26.0% | +104.6% | +50.1% |
| 1Y | +86.1% | +28.7% | +57.4% | +16.6% |
| All | +296.4% | +156.8% | +139.6% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling