+73.3%
SPY vs ARM
+223.5%
-150.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.1% |
| 7D | -0.6% | -10.4% | +9.8% | +0.5% |
| 30D | -3.7% | -31.8% | +28.2% | +0.1% |
| 3M | -2.7% | -32.2% | +29.5% | +0.6% |
| 6M | +2.2% | -14.9% | +17.1% | +1.4% |
| YTD | +10.8% | +66.0% | -55.2% | +0.6% |
| 1Y | +11.2% | +17.2% | -6.0% | +5.1% |
| 3Y | +76.5% | +247.2% | -170.7% | +44.8% |
| All | +73.3% | +223.5% | -150.2% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 10y: compounded portfolio wealth divided by compounded ARM 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…
10y analysis · Full analysis span regression · 6 months rolling