+19.3%
ARM vs STT
+53.6%
-34.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.2% | -7.5% | -7.2% |
| 7D | -18.7% | -0.1% | -18.6% | -18.6% |
| 30D | -36.7% | -1.7% | -35.0% | -35.7% |
| 3M | -31.6% | -6.4% | -25.3% | -27.9% |
| 6M | -5.6% | +17.7% | -23.3% | -16.8% |
| YTD | +75.5% | +36.9% | +38.6% | +34.5% |
| 1Y | +19.3% | +52.0% | -32.7% | -15.2% |
| All | +19.3% | +53.6% | -34.2% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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