+104.8%
AAPL vs ARM
+256.1%
-151.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.6% | 0.0% |
| 7D | +3.2% | +19.8% | -16.6% | +1.5% |
| 30D | +4.1% | -21.8% | +25.8% | +6.0% |
| 3M | +17.5% | -26.5% | +44.0% | +19.8% |
| 6M | +20.6% | -3.9% | +24.5% | +16.9% |
| YTD | +31.0% | +82.8% | -51.8% | +16.2% |
| 1Y | +30.2% | +34.3% | -4.1% | +19.8% |
| 3Y | +92.9% | +282.2% | -189.4% | +56.8% |
| All | +104.8% | +256.1% | -151.3% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling