+296.4%
ARM vs STT
+196.3%
+100.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.8% | +3.8% |
| 7D | +5.5% | +0.5% | +5.0% | +5.0% |
| 30D | -8.2% | +3.9% | -12.0% | -11.3% |
| 3M | -35.9% | +20.0% | -55.9% | -45.5% |
| 6M | +103.1% | +55.3% | +47.8% | +39.2% |
| YTD | +130.6% | +53.3% | +77.3% | +58.3% |
| 1Y | +86.1% | +74.7% | +11.4% | +13.6% |
| All | +296.4% | +196.3% | +100.1% | +57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling