-41.1%
AMAT vs ARM
-45.9%
+4.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -13.1% | -0.5% | -4.5% |
| 7D | -24.3% | -27.1% | +2.8% | -7.4% |
| 30D | -39.8% | -44.9% | +5.1% | -13.9% |
| All | -41.1% | -45.9% | +4.7% | -15.7% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling