+86.1%
ARM vs STM
+107.3%
-21.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.9% | +2.0% | +2.7% |
| 7D | +5.5% | +5.8% | -0.3% | +1.8% |
| 30D | -8.2% | -1.0% | -7.2% | -7.7% |
| 3M | -35.9% | -33.3% | -2.7% | -18.9% |
| 6M | +103.1% | +57.4% | +45.8% | +60.6% |
| YTD | +130.6% | +102.2% | +28.4% | +62.5% |
| 1Y | +86.1% | +99.6% | -13.5% | +32.8% |
| All | +86.1% | +107.3% | -21.2% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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