-51.7%
ADBE vs ARM
+349.4%
-401.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.9% | -10.6% | -6.9% |
| 7D | -8.6% | +5.5% | -14.0% | -8.8% |
| 30D | +2.8% | -8.2% | +11.0% | +3.1% |
| 3M | +3.1% | -35.9% | +39.1% | +5.4% |
| 6M | -2.4% | +103.1% | -105.5% | -10.6% |
| YTD | -23.9% | +130.6% | -154.5% | -31.2% |
| 1Y | -22.6% | +86.1% | -108.7% | -28.8% |
| All | -51.7% | +349.4% | -401.1% | -60.0% |
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 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