+286.5%
ARM vs SYY
+23.1%
+263.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | +19.8% | +1.3% | +18.5% | +19.8% |
| 30D | -21.8% | -3.5% | -18.2% | -21.8% |
| 3M | -26.5% | -9.3% | -17.2% | -26.2% |
| 6M | -3.9% | +5.9% | -9.8% | -6.4% |
| YTD | +82.8% | +6.5% | +76.3% | +80.1% |
| 1Y | +34.3% | +4.0% | +30.3% | +32.5% |
| All | +286.5% | +23.1% | +263.4% | +229.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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