+174.6%
ARM vs SPY
+70.4%
+104.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +3.9% |
| 7D | -15.2% | -2.7% | -12.5% | -8.2% |
| 30D | -40.7% | -5.4% | -35.3% | -29.9% |
| 3M | -39.1% | -4.1% | -35.0% | -29.9% |
| 6M | -26.4% | +0.7% | -27.1% | -22.8% |
| YTD | +59.7% | +8.7% | +51.1% | +40.4% |
| 1Y | +10.3% | +10.9% | -0.5% | -7.9% |
| 3Y | +228.9% | +75.0% | +153.9% | -7.1% |
| All | +174.6% | +70.4% | +104.2% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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