+132.8%
AMAT vs ARM
+208.9%
-76.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -13.1% | -0.5% | -9.0% |
| 7D | -24.3% | -27.1% | +2.8% | -15.3% |
| 30D | -39.8% | -44.9% | +5.1% | -26.1% |
| 3M | -40.2% | -39.3% | -0.9% | -29.7% |
| 6M | -22.1% | -20.2% | -1.9% | -17.8% |
| YTD | +24.7% | +52.5% | -27.9% | +5.6% |
| 1Y | +33.3% | +4.1% | +29.2% | +27.1% |
| All | +132.8% | +208.9% | -76.0% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling