+20.3%
ARM vs SPYG
+8.5%
+11.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.7% | +4.0% | -0.3% |
| 7D | -5.3% | 0.0% | -5.3% | -5.0% |
| 30D | -30.0% | -8.4% | -21.6% | -10.5% |
| 3M | -34.1% | -6.2% | -27.8% | -19.5% |
| 6M | -12.6% | -1.8% | -10.9% | -0.2% |
| YTD | +70.4% | +8.4% | +62.1% | +59.8% |
| All | +20.3% | +8.5% | +11.9% | +14.4% |
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