+108.1%
ARMH vs SPY
+39.2%
+68.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +4.7% |
| 7D | +5.3% | +0.1% | +5.2% | +5.1% |
| 30D | -8.5% | +0.1% | -8.5% | -8.5% |
| 3M | -35.6% | +2.0% | -37.6% | -37.3% |
| 6M | +100.3% | +13.0% | +87.3% | +60.1% |
| YTD | +128.9% | +13.5% | +115.3% | +81.2% |
| 1Y | +86.1% | +20.0% | +66.1% | +32.6% |
| All | +108.1% | +39.2% | +68.9% | +14.7% |
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