+214.2%
ARM vs STM
+7.9%
+206.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.1% |
| 7D | +19.8% | +16.3% | +3.5% | +7.9% |
| 30D | -21.8% | -6.3% | -15.5% | -17.7% |
| 3M | -26.5% | -14.1% | -12.4% | -17.5% |
| 6M | -3.9% | -19.6% | +15.7% | +10.6% |
| YTD | +82.8% | +80.1% | +2.6% | +20.2% |
| 1Y | +34.3% | +95.4% | -61.1% | -16.9% |
| 3Y | +282.2% | +14.7% | +267.5% | +248.3% |
| All | +214.2% | +7.9% | +206.3% | +206.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling