+193.0%
ARM vs SPXU
-79.1%
+272.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -7.0% | +13.7% | 0.0% |
| 7D | -5.3% | -1.5% | -3.9% | -4.8% |
| 30D | -30.0% | +9.7% | -39.7% | -20.8% |
| 3M | -34.1% | +8.4% | -42.5% | -24.8% |
| 6M | -12.6% | -5.7% | -6.9% | -6.8% |
| YTD | +70.4% | -25.4% | +95.9% | +56.2% |
| 1Y | +22.3% | -28.9% | +51.1% | +8.6% |
| 3Y | +261.2% | -81.2% | +342.4% | +47.3% |
| All | +193.0% | -79.1% | +272.1% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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