+135.6%
AMAT vs ARM
+211.3%
-75.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.7% | -0.5% | +2.6% |
| 7D | -14.7% | -15.2% | +0.5% | -9.5% |
| 30D | -36.1% | -40.7% | +4.6% | -23.6% |
| 3M | -36.9% | -39.1% | +2.2% | -25.9% |
| 6M | -22.2% | -26.4% | +4.2% | -15.7% |
| YTD | +29.9% | +59.7% | -29.8% | +8.4% |
| 1Y | +43.3% | +10.3% | +32.9% | +33.9% |
| 3Y | +142.7% | +228.9% | -86.2% | +73.3% |
| All | +135.6% | +211.3% | -75.7% | +73.7% |
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 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