+261.9%
AMD vs ARM
+208.9%
+53.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +2.4% |
| 6M | +13.8% | -20.2% | +34.0% | +24.3% |
| YTD | +88.8% | +52.5% | +36.3% | +65.3% |
| 1Y | +57.8% | +4.1% | +53.7% | +56.1% |
| All | +261.9% | +208.9% | +53.0% | +192.6% |
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 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