+162.2%
ARM vs STT
+152.0%
+10.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -4.7% | -8.4% | -8.8% |
| 7D | -27.1% | -4.9% | -22.2% | -23.4% |
| 30D | -44.9% | -6.0% | -38.9% | -41.4% |
| 3M | -39.3% | -11.7% | -27.6% | -32.0% |
| 6M | -20.2% | +11.7% | -31.9% | -26.8% |
| YTD | +52.5% | +30.4% | +22.1% | +21.5% |
| 1Y | +4.1% | +43.9% | -39.9% | -24.1% |
| 3Y | +211.7% | +165.4% | +46.3% | +23.7% |
| All | +162.2% | +152.0% | +10.2% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling