+214.2%
ARM vs SU
+119.0%
+95.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.9% |
| 7D | +19.8% | +0.3% | +19.5% | +19.7% |
| 30D | -21.8% | -7.9% | -13.9% | -20.4% |
| 3M | -26.5% | +9.2% | -35.7% | -28.4% |
| 6M | -3.9% | +5.5% | -9.4% | -5.5% |
| YTD | +82.8% | +59.5% | +23.3% | +44.1% |
| 1Y | +34.3% | +59.9% | -25.6% | +5.7% |
| 3Y | +282.2% | +130.3% | +151.9% | +145.1% |
| All | +214.2% | +119.0% | +95.2% | +102.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling