+358.4%
AMD vs ARM
+241.9%
+116.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.3% | +6.3% | +3.1% |
| 7D | -15.5% | -18.7% | +3.2% | -8.0% |
| 30D | -22.6% | -36.7% | +14.0% | -7.1% |
| 3M | -5.7% | -31.6% | +25.9% | +9.1% |
| 6M | +43.1% | -5.6% | +48.7% | +45.3% |
| YTD | +128.2% | +75.5% | +52.8% | +87.2% |
| 1Y | +95.5% | +19.3% | +76.1% | +81.6% |
| 3Y | +335.4% | +258.6% | +76.9% | +199.3% |
| All | +358.4% | +241.9% | +116.5% | +242.6% |
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 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