+106.4%
ARMP vs SPY
+19.4%
+87.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | +10.2% | +0.5% | +9.7% | +10.1% |
| 30D | +23.6% | -0.9% | +24.5% | +23.6% |
| 3M | -23.1% | +3.9% | -27.0% | -22.9% |
| 6M | -45.1% | +14.5% | -59.6% | -50.4% |
| YTD | -7.3% | +12.9% | -20.2% | -15.5% |
| 1Y | +106.4% | +19.4% | +87.0% | +92.9% |
| All | +106.4% | +19.4% | +87.0% | +92.9% |
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