-97.4%
ARMP vs SPY
+315.0%
-412.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.4% | +5.9% | +7.3% |
| 7D | +33.3% | +0.1% | +33.3% | +33.4% |
| 30D | +4.7% | -3.3% | +8.0% | +6.1% |
| 3M | -19.3% | -2.4% | -16.9% | -18.3% |
| 6M | -54.2% | +2.6% | -56.8% | -54.7% |
| YTD | -39.5% | +11.2% | -50.7% | -42.1% |
| 1Y | -34.3% | +13.4% | -47.6% | -37.4% |
| 3Y | +59.7% | +79.9% | -20.2% | +26.7% |
| 5Y | 0.0% | +72.2% | -72.2% | -19.5% |
| 10Y | -97.4% | +307.3% | -404.7% | -99.1% |
| All | -97.4% | +315.0% | -412.4% | -99.1% |
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 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