+293.4%
ARM vs SRE
+22.5%
+270.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.2% | +12.3% | +12.1% |
| 7D | +6.0% | -5.6% | +11.7% | +7.0% |
| 30D | -20.3% | -4.5% | -15.9% | -19.7% |
| 3M | -24.4% | -7.7% | -16.7% | -23.5% |
| 6M | -4.4% | -14.4% | +10.1% | -2.4% |
| YTD | +86.0% | -9.4% | +95.4% | +86.8% |
| 1Y | +35.8% | -13.8% | +49.7% | +38.1% |
| All | +293.4% | +22.5% | +270.9% | +312.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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