-100.0%
ARMP vs SPY
+2,881.3%
-2,981.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +6.0% |
| 7D | +8.8% | +0.1% | +8.6% | +8.7% |
| 30D | +24.3% | +0.1% | +24.2% | +24.4% |
| 3M | -24.1% | +2.0% | -26.0% | -24.9% |
| 6M | -49.7% | +13.0% | -62.7% | -52.3% |
| YTD | -7.0% | +13.5% | -20.6% | -12.1% |
| 1Y | +96.6% | +20.0% | +76.7% | +81.5% |
| 3Y | +81.9% | +77.2% | +4.7% | +41.7% |
| 5Y | +64.0% | +81.9% | -17.8% | +25.2% |
| 10Y | -97.4% | +314.1% | -411.5% | -98.6% |
| All | -100.0% | +2,881.3% | -2,981.3% | -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