+79.9%
SPY vs ARM
+265.3%
-185.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.7% | -4.3% | +1.6% |
| 7D | +0.1% | -5.3% | +5.4% | +0.6% |
| 30D | -3.3% | -30.0% | +26.7% | +0.1% |
| 3M | -2.4% | -34.1% | +31.7% | +1.2% |
| 6M | +2.6% | -12.6% | +15.2% | +1.5% |
| YTD | +11.2% | +70.4% | -59.2% | +0.8% |
| 1Y | +13.4% | +22.3% | -8.9% | +6.7% |
| 3Y | +79.9% | +261.2% | -181.3% | +53.7% |
| All | +79.9% | +265.3% | -185.4% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling