+115.8%
ARMH vs SPY
+38.4%
+77.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +5.0% |
| 7D | +11.3% | +0.5% | +10.8% | +9.8% |
| 30D | -7.7% | -0.9% | -6.8% | -5.6% |
| 3M | -24.9% | +3.9% | -28.8% | -30.1% |
| 6M | +125.6% | +14.5% | +111.1% | +75.5% |
| YTD | +137.3% | +12.9% | +124.4% | +90.2% |
| 1Y | +89.7% | +19.4% | +70.3% | +36.7% |
| All | +115.8% | +38.4% | +77.4% | +20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling