+162.2%
ARM vs STM
-7.2%
+169.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -12.4% | -0.7% | -4.3% |
| 7D | -27.1% | -20.1% | -7.0% | -14.3% |
| 30D | -44.9% | -32.0% | -12.9% | -27.5% |
| 3M | -39.3% | -24.2% | -15.1% | -25.8% |
| 6M | -20.2% | -29.9% | +9.8% | +1.2% |
| YTD | +52.5% | +54.9% | -2.4% | +11.4% |
| 1Y | +4.1% | +68.0% | -63.9% | -28.5% |
| 3Y | +211.7% | -0.1% | +211.8% | +211.7% |
| All | +162.2% | -7.2% | +169.4% | +184.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling