+48.9%
ARMW vs SPY
+14.4%
+34.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -1.9% |
| 7D | +5.8% | -2.0% | +7.8% | +14.4% |
| 30D | -7.3% | -1.7% | -5.6% | -0.9% |
| 3M | -23.1% | +4.7% | -27.8% | -33.2% |
| 6M | +126.6% | +12.5% | +114.1% | +68.2% |
| YTD | +150.1% | +11.7% | +138.4% | +87.4% |
| All | +48.9% | +14.4% | +34.5% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling