-97.0%
ARMP vs SPY
+308.5%
-405.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.2% |
| 7D | +24.0% | +3.3% | +20.7% | +22.6% |
| 30D | +20.0% | -2.7% | +22.7% | +21.3% |
| 3M | -13.7% | -1.7% | -11.9% | -12.9% |
| 6M | -58.7% | +3.1% | -61.8% | -59.2% |
| YTD | -40.8% | +11.9% | -52.7% | -43.4% |
| 1Y | -44.4% | +12.0% | -56.4% | -46.9% |
| 3Y | +44.2% | +78.2% | -34.0% | +14.9% |
| 5Y | +10.4% | +73.2% | -62.9% | -11.2% |
| All | -97.0% | +308.5% | -405.5% | -98.8% |
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