+16.6%
ARMG vs SPY
+31.9%
-15.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -0.6% | -7.1% | -4.7% |
| 7D | +9.2% | -2.0% | +11.2% | +20.7% |
| 30D | -13.6% | -1.7% | -11.9% | -5.4% |
| 3M | -45.2% | +4.7% | -49.9% | -52.3% |
| 6M | +168.0% | +12.5% | +155.4% | +93.2% |
| YTD | +205.1% | +11.7% | +193.4% | +130.1% |
| 1Y | +38.8% | +17.5% | +21.4% | -12.9% |
| All | +16.6% | +31.9% | -15.4% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling