+199.6%
ARM vs STM
+8.5%
+191.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -5.0% |
| 7D | +9.1% | +12.0% | -2.9% | +0.9% |
| 30D | -19.9% | -0.4% | -19.6% | -19.4% |
| 3M | -31.6% | -13.2% | -18.4% | -23.8% |
| 6M | -13.9% | -26.1% | +12.2% | +5.0% |
| YTD | +74.3% | +81.2% | -6.9% | +14.1% |
| 1Y | +35.8% | +98.3% | -62.5% | -16.9% |
| 3Y | +268.6% | +16.7% | +251.9% | +230.7% |
| All | +199.6% | +8.5% | +191.1% | +191.1% |
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