-100.0%
ARMP vs SPY
+2,753.3%
-2,853.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.0% | +0.3% | +16.7% | +16.9% |
| 7D | +7.0% | -2.7% | +9.7% | +8.3% |
| 30D | -7.9% | -5.4% | -2.5% | -5.8% |
| 3M | -25.3% | -4.1% | -21.2% | -23.8% |
| 6M | -61.3% | +0.7% | -62.0% | -61.5% |
| YTD | -44.1% | +8.7% | -52.8% | -46.1% |
| 1Y | -38.9% | +10.9% | -49.7% | -41.5% |
| 3Y | +52.6% | +75.0% | -22.4% | +19.6% |
| 5Y | -11.1% | +67.8% | -78.9% | -29.7% |
| 10Y | -97.6% | +312.9% | -410.4% | -98.7% |
| All | -100.0% | +2,753.3% | -2,853.3% | -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