-33.0%
ARMG vs SPY
+14.6%
-47.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +1.7% | -11.9% | -21.8% |
| 7D | -35.1% | -0.7% | -34.4% | -31.4% |
| 30D | -62.3% | -1.0% | -61.3% | -58.0% |
| 3M | -61.2% | -0.3% | -60.8% | -56.9% |
| 6M | -47.4% | +7.3% | -54.7% | -54.0% |
| YTD | +51.0% | +13.3% | +37.6% | +4.4% |
| 1Y | -33.0% | +14.8% | -47.8% | -55.1% |
| All | -33.0% | +14.6% | -47.7% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling