+315.5%
ARM vs SU
+118.2%
+197.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.6% | +0.6% |
| 7D | +12.5% | +1.6% | +10.9% | +12.1% |
| 30D | -1.4% | +10.7% | -12.1% | -4.0% |
| 3M | -18.7% | +13.5% | -32.2% | -21.9% |
| 6M | +124.6% | +21.8% | +102.8% | +103.8% |
| YTD | +141.7% | +58.8% | +82.9% | +91.2% |
| 1Y | +87.7% | +72.0% | +15.6% | +42.1% |
| All | +315.5% | +118.2% | +197.4% | +168.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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