+57.3%
ARMP vs SPY
+78.1%
-20.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.2% |
| 7D | +10.3% | +2.6% | +7.7% | +9.2% |
| 30D | +39.2% | -2.0% | +41.2% | +40.1% |
| 3M | -19.7% | -2.8% | -16.9% | -18.8% |
| 6M | -56.1% | +2.1% | -58.3% | -56.4% |
| YTD | -38.4% | +11.5% | -49.9% | -41.5% |
| 1Y | -39.3% | +13.5% | -52.8% | -42.7% |
| 3Y | +57.3% | +77.7% | -20.4% | -8.5% |
| All | +57.3% | +78.1% | -20.8% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling