+56.7%
ARMH vs SPY
+36.4%
+20.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.4% | +3.9% | +0.3% |
| 7D | -5.6% | +0.1% | -5.7% | -5.3% |
| 30D | -30.0% | -3.3% | -26.7% | -22.8% |
| 3M | -33.0% | -2.4% | -30.6% | -27.1% |
| 6M | -10.2% | +2.6% | -12.8% | -10.5% |
| YTD | +72.4% | +11.2% | +61.1% | +46.7% |
| 1Y | +22.2% | +13.4% | +8.8% | +0.1% |
| All | +56.7% | +36.4% | +20.4% | -7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling