+46.7%
ARMW vs SPY
+16.2%
+30.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +5.8% |
| 7D | +5.3% | +0.1% | +5.2% | +4.8% |
| 30D | -10.9% | +0.1% | -10.9% | -11.0% |
| 3M | -43.5% | +2.0% | -45.5% | -45.7% |
| 6M | +114.2% | +13.0% | +101.2% | +53.7% |
| YTD | +146.5% | +13.5% | +133.0% | +73.4% |
| All | +46.7% | +16.2% | +30.5% | -0.2% |
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