+54.5%
ARMW vs SPY
+15.6%
+39.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.9% | +7.5% |
| 7D | +14.0% | +0.5% | +13.4% | +11.2% |
| 30D | -9.3% | -0.9% | -8.3% | -5.8% |
| 3M | -30.9% | +3.9% | -34.8% | -38.3% |
| 6M | +149.9% | +14.5% | +135.4% | +74.8% |
| YTD | +159.7% | +12.9% | +146.8% | +86.5% |
| All | +54.5% | +15.6% | +39.0% | +7.3% |
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