+174.6%
ARM vs STM
-3.1%
+177.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.4% | +0.3% | +1.6% |
| 7D | -15.2% | -10.7% | -4.5% | -7.9% |
| 30D | -40.7% | -25.7% | -14.9% | -26.6% |
| 3M | -39.1% | -21.6% | -17.5% | -27.3% |
| 6M | -26.4% | -27.8% | +1.4% | -8.8% |
| YTD | +59.7% | +61.8% | -2.0% | +13.2% |
| 1Y | +10.3% | +78.1% | -67.8% | -27.2% |
| 3Y | +228.9% | +4.9% | +224.0% | +217.2% |
| All | +174.6% | -3.1% | +177.7% | +188.6% |
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