-42.4%
ARMP vs SPY
+13.0%
-55.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +2.7% |
| 7D | +23.9% | -0.9% | +24.8% | +24.4% |
| 30D | +7.2% | -2.4% | +9.5% | +8.5% |
| 3M | -8.5% | -1.2% | -7.3% | -8.0% |
| 6M | -55.9% | +3.3% | -59.2% | -56.5% |
| YTD | -38.1% | +12.3% | -50.3% | -48.5% |
| 1Y | -42.4% | +12.4% | -54.8% | -52.4% |
| All | -42.4% | +13.0% | -55.3% | -52.4% |
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