+40.4%
ARM vs SUNB
+7.1%
+33.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.2% | +3.5% | +3.9% |
| 7D | -15.2% | -7.9% | -7.4% | -9.8% |
| 30D | -40.7% | +3.0% | -43.7% | -41.4% |
| 3M | -39.1% | -4.4% | -34.7% | -36.8% |
| 6M | -26.4% | +2.0% | -28.4% | -25.0% |
| All | +40.4% | +7.1% | +33.3% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling