+20.3%
ARM vs SPYM
+12.4%
+7.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.3% | +4.3% | -1.5% |
| 7D | -5.3% | +0.1% | -5.4% | -5.6% |
| 30D | -30.0% | -3.3% | -26.7% | -19.9% |
| 3M | -34.1% | -2.4% | -31.7% | -26.3% |
| 6M | -12.6% | +2.6% | -15.2% | -13.6% |
| YTD | +70.4% | +11.3% | +59.1% | +37.0% |
| All | +20.3% | +12.4% | +7.9% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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