+219.8%
ARM vs SPY
+76.1%
+143.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +1.3% | +10.7% | +8.4% |
| 7D | +6.0% | -0.9% | +6.9% | +10.0% |
| 30D | -20.3% | -2.4% | -18.0% | -13.3% |
| 3M | -24.4% | -1.2% | -23.2% | -19.6% |
| 6M | -4.4% | +3.3% | -7.7% | -6.3% |
| YTD | +86.0% | +12.3% | +73.7% | +50.0% |
| 1Y | +35.8% | +12.4% | +23.4% | +9.1% |
| 3Y | +289.1% | +78.8% | +210.2% | +3.2% |
| All | +219.8% | +76.1% | +143.7% | -9.4% |
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