-26.4%
ARM vs SYY
+5.8%
-32.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.2% | +2.6% | +6.4% |
| 7D | -15.2% | -7.3% | -7.9% | -21.0% |
| 30D | -40.7% | +0.1% | -40.8% | -38.8% |
| 3M | -39.1% | -8.2% | -30.9% | -43.2% |
| 6M | -26.4% | +6.3% | -32.7% | -23.0% |
| All | -26.4% | +5.8% | -32.2% | -23.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling