-100.0%
ARMP vs SPY
+2,848.4%
-2,948.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.2% |
| 7D | +23.9% | -0.9% | +24.8% | +24.5% |
| 30D | +7.2% | -2.4% | +9.5% | +8.3% |
| 3M | -8.5% | -1.2% | -7.3% | -7.7% |
| 6M | -55.9% | +3.3% | -59.2% | -56.5% |
| YTD | -38.1% | +12.3% | -50.3% | -41.1% |
| 1Y | -42.4% | +12.4% | -54.8% | -45.2% |
| 3Y | +50.8% | +78.8% | -28.0% | +17.2% |
| 5Y | +14.7% | +75.2% | -60.4% | -10.8% |
| 10Y | -97.2% | +311.1% | -408.3% | -98.5% |
| All | -100.0% | +2,848.4% | -2,948.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling