+279.3%
AMD vs ARM
+197.2%
+82.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -13.1% | -4.2% | -11.9% |
| 7D | -28.6% | -27.1% | -1.5% | -18.3% |
| 30D | -37.7% | -44.9% | +7.2% | -20.4% |
| 3M | -16.1% | -39.3% | +23.2% | +2.5% |
| 6M | +13.8% | -20.2% | +34.0% | +24.2% |
| YTD | +88.8% | +52.5% | +36.3% | +64.9% |
| 1Y | +57.8% | +4.1% | +53.7% | +55.9% |
| 3Y | +260.3% | +211.7% | +48.6% | +163.7% |
| All | +279.3% | +197.2% | +82.1% | +201.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling