+222.0%
AMAT vs ARM
+349.4%
-127.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.9% | +0.4% | +3.0% |
| 7D | -1.5% | +5.5% | -7.0% | -3.2% |
| 30D | -14.8% | -8.2% | -6.6% | -12.5% |
| 3M | -9.3% | -35.9% | +26.7% | +3.8% |
| 6M | +27.4% | +103.1% | -75.7% | -1.7% |
| YTD | +77.6% | +130.6% | -53.1% | +31.5% |
| 1Y | +188.9% | +86.1% | +102.9% | +127.6% |
| All | +222.0% | +349.4% | -127.4% | +110.8% |
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