-5.4%
AMAT vs ARM
-9.7%
+4.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.3% | +2.0% | -1.1% |
| 7D | -11.2% | -18.7% | +7.5% | -3.3% |
| 30D | -31.9% | -36.7% | +4.8% | -18.2% |
| 3M | -32.3% | -31.6% | -0.7% | -22.4% |
| 6M | -5.4% | -5.6% | +0.2% | +6.6% |
| All | -5.4% | -9.7% | +4.3% | +6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling