-26.4%
ARM vs SPYG
-2.1%
-24.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.8% | +1.9% |
| 7D | -15.2% | -3.6% | -11.6% | -4.8% |
| 30D | -40.7% | -11.2% | -29.5% | -11.1% |
| 3M | -39.1% | -8.1% | -31.0% | -17.8% |
| 6M | -26.4% | -3.3% | -23.1% | -13.1% |
| All | -26.4% | -2.1% | -24.3% | -13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling