+84.5%
AAPL vs ARM
+349.4%
-264.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.9% | -6.4% | -2.9% |
| 7D | +0.1% | +5.5% | -5.4% | -0.5% |
| 30D | +3.0% | -8.2% | +11.2% | +3.7% |
| 3M | +2.9% | -35.9% | +38.8% | +6.6% |
| 6M | +22.1% | +103.1% | -81.0% | +8.8% |
| YTD | +18.0% | +130.6% | -112.6% | +3.3% |
| 1Y | +33.9% | +86.1% | -52.1% | +19.8% |
| All | +84.5% | +349.4% | -264.8% | +49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling