+311.3%
ARM vs SPYG
+99.2%
+212.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +4.8% |
| 7D | +11.4% | +1.2% | +10.2% | +8.4% |
| 30D | -7.4% | -1.6% | -5.9% | -3.9% |
| 3M | -24.5% | +3.4% | -27.9% | -28.0% |
| 6M | +128.7% | +18.9% | +109.8% | +66.9% |
| YTD | +139.3% | +13.8% | +125.5% | +91.3% |
| 1Y | +88.0% | +20.6% | +67.4% | +33.2% |
| All | +311.3% | +99.2% | +212.1% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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