+219.8%
ARM vs STT
+167.1%
+52.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +1.5% | +10.6% | +10.7% |
| 7D | +6.0% | +0.4% | +5.6% | +6.2% |
| 30D | -20.3% | -0.4% | -19.9% | -19.3% |
| 3M | -24.4% | -6.5% | -17.9% | -19.2% |
| 6M | -4.4% | +17.2% | -21.5% | -16.2% |
| YTD | +86.0% | +38.2% | +47.8% | +41.0% |
| 1Y | +35.8% | +49.3% | -13.5% | -4.0% |
| 3Y | +289.1% | +181.9% | +107.1% | +46.4% |
| All | +219.8% | +167.1% | +52.7% | +40.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling