+193.0%
ARM vs SPYG
+89.7%
+103.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.7% | +4.0% | +0.4% |
| 7D | -5.3% | 0.0% | -5.3% | -4.8% |
| 30D | -30.0% | -8.4% | -21.6% | -12.8% |
| 3M | -34.1% | -6.2% | -27.8% | -21.1% |
| 6M | -12.6% | -1.8% | -10.9% | -1.8% |
| YTD | +70.4% | +8.4% | +62.1% | +57.2% |
| 1Y | +22.3% | +10.1% | +12.2% | +8.9% |
| 3Y | +261.2% | +94.9% | +166.2% | -3.5% |
| All | +193.0% | +89.7% | +103.3% | -15.2% |
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