+161.6%
AMAT vs ARM
+241.9%
-80.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.3% | +2.0% | -1.5% |
| 7D | -11.2% | -18.7% | +7.5% | -4.7% |
| 30D | -31.9% | -36.7% | +4.8% | -20.6% |
| 3M | -32.3% | -31.6% | -0.7% | -24.0% |
| 6M | -5.4% | -5.6% | +0.2% | -5.9% |
| YTD | +44.3% | +75.5% | -31.2% | +16.2% |
| 1Y | +61.4% | +19.3% | +42.0% | +46.3% |
| 3Y | +170.6% | +258.6% | -88.0% | +87.0% |
| All | +161.6% | +241.9% | -80.3% | +86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling