+36.7%
ARM vs SPYG
+8.4%
+28.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +1.7% | +10.4% | +7.6% |
| 7D | +6.0% | -1.5% | +7.5% | +11.4% |
| 30D | -20.3% | -7.2% | -13.1% | -1.2% |
| 3M | -24.4% | -4.6% | -19.7% | -11.3% |
| 6M | -4.4% | -1.2% | -3.1% | +7.8% |
| YTD | +86.0% | +9.3% | +76.7% | +71.3% |
| All | +36.7% | +8.4% | +28.3% | +26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling