+193.0%
ARM vs SPOT
+292.2%
-99.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.0% | +5.7% | +6.4% |
| 7D | -5.3% | +2.5% | -7.9% | -6.0% |
| 30D | -30.0% | +15.1% | -45.1% | -33.3% |
| 3M | -34.1% | +24.8% | -58.8% | -39.8% |
| 6M | -12.6% | +45.8% | -58.4% | -26.1% |
| YTD | +70.4% | +4.9% | +65.5% | +62.9% |
| 1Y | +22.3% | -1.3% | +23.5% | +20.1% |
| 3Y | +261.2% | +257.7% | +3.5% | +121.5% |
| All | +193.0% | +292.2% | -99.3% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 10y: compounded portfolio wealth divided by compounded SPOT 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…
10y analysis · Full analysis span regression · 6 months rolling