+96.6%
ARMP vs SPY
+20.8%
+75.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +5.9% |
| 7D | +8.8% | +0.1% | +8.6% | +8.7% |
| 30D | +24.3% | +0.1% | +24.2% | +24.2% |
| 3M | -24.1% | +2.0% | -26.0% | -23.2% |
| 6M | -49.7% | +13.0% | -62.7% | -54.6% |
| YTD | -7.0% | +13.5% | -20.6% | -15.4% |
| 1Y | +96.6% | +20.0% | +76.7% | +78.6% |
| All | +96.6% | +20.8% | +75.8% | +78.6% |
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