+219.8%
ARM vs SU
+118.0%
+101.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +1.8% | +10.2% | +11.7% |
| 7D | +6.0% | -4.3% | +10.3% | +7.2% |
| 30D | -20.3% | -6.2% | -14.1% | -19.2% |
| 3M | -24.4% | +9.7% | -34.1% | -26.4% |
| 6M | -4.4% | +7.3% | -11.7% | -6.6% |
| YTD | +86.0% | +58.7% | +27.3% | +46.9% |
| 1Y | +35.8% | +59.7% | -23.9% | +6.8% |
| 3Y | +289.1% | +129.2% | +159.8% | +149.7% |
| All | +219.8% | +118.0% | +101.8% | +106.1% |
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