+228.9%
ARM vs SPYM
+75.5%
+153.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +3.9% |
| 7D | -15.2% | -2.7% | -12.5% | -8.0% |
| 30D | -40.7% | -5.4% | -35.3% | -29.5% |
| 3M | -39.1% | -4.1% | -35.0% | -29.7% |
| 6M | -26.4% | +0.8% | -27.2% | -22.9% |
| YTD | +59.7% | +8.8% | +51.0% | +39.2% |
| 1Y | +10.3% | +11.0% | -0.6% | -8.9% |
| 3Y | +228.9% | +75.5% | +153.4% | -19.1% |
| All | +228.9% | +75.5% | +153.4% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling