+88.0%
ARM vs SPYG
+20.7%
+67.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +4.9% |
| 7D | +11.4% | +1.2% | +10.2% | +8.1% |
| 30D | -7.4% | -1.6% | -5.9% | -3.6% |
| 3M | -24.5% | +3.4% | -27.9% | -28.4% |
| 6M | +128.7% | +18.9% | +109.8% | +72.1% |
| YTD | +139.3% | +13.8% | +125.5% | +93.3% |
| 1Y | +88.0% | +20.6% | +67.4% | +34.2% |
| All | +88.0% | +20.7% | +67.3% | +34.2% |
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 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