+82.4%
AAPL vs ARM
+366.2%
-283.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.9% | -1.5% |
| 7D | -2.7% | +11.4% | -14.1% | -3.8% |
| 30D | +1.0% | -7.4% | +8.5% | +1.7% |
| 3M | +5.0% | -24.5% | +29.5% | +6.9% |
| 6M | +23.0% | +128.7% | -105.6% | +8.1% |
| YTD | +16.6% | +139.3% | -122.6% | +1.7% |
| 1Y | +33.4% | +88.0% | -54.5% | +19.3% |
| All | +82.4% | +366.2% | -283.8% | +47.0% |
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