+296.4%
ARM vs SPOT
+249.3%
+47.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.2% | +7.1% | +5.0% |
| 7D | +5.5% | -0.9% | +6.4% | +5.7% |
| 30D | -8.2% | +12.5% | -20.7% | -12.7% |
| 3M | -35.9% | +9.9% | -45.8% | -39.2% |
| 6M | +103.1% | +1.6% | +101.6% | +97.3% |
| YTD | +130.6% | -6.6% | +137.2% | +131.0% |
| 1Y | +86.1% | -22.9% | +109.0% | +102.6% |
| All | +296.4% | +249.3% | +47.1% | +145.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling