-39.3%
ARM vs STT
-11.4%
-27.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -4.7% | -8.4% | -6.8% |
| 7D | -27.1% | -4.9% | -22.2% | -21.4% |
| 30D | -44.9% | -6.0% | -38.9% | -40.4% |
| 3M | -39.3% | -11.7% | -27.6% | -30.7% |
| All | -39.3% | -11.4% | -27.9% | -30.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling