+12.0%
SPY vs ARM
+32.2%
-20.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.2% |
| 7D | +3.3% | +19.8% | -16.5% | +1.4% |
| 30D | -2.7% | -21.8% | +19.1% | -0.9% |
| 3M | -1.7% | -26.5% | +24.8% | +0.2% |
| 6M | +3.1% | -3.9% | +7.0% | +1.0% |
| YTD | +11.9% | +82.8% | -70.9% | -0.1% |
| 1Y | +12.0% | +34.3% | -22.3% | +6.5% |
| All | +12.0% | +32.2% | -20.3% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling