+110.3%
ARM vs SUNB
-4.1%
+114.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.7% | +3.0% |
| 7D | +11.4% | +3.4% | +8.0% | +8.9% |
| 30D | -7.4% | -14.5% | +7.1% | +3.0% |
| 3M | -24.5% | -13.8% | -10.7% | -15.9% |
| 6M | +128.7% | -5.9% | +134.5% | +141.3% |
| All | +110.3% | -4.1% | +114.3% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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