+347.9%
AMD vs ARM
+349.4%
-1.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.9% | +0.8% | +3.2% |
| 7D | +2.6% | +5.5% | -2.9% | +0.5% |
| 30D | -0.9% | -8.2% | +7.3% | +2.2% |
| 3M | -8.7% | -35.9% | +27.2% | +7.1% |
| 6M | +136.3% | +103.1% | +33.2% | +82.0% |
| YTD | +123.0% | +130.6% | -7.6% | +64.6% |
| 1Y | +195.2% | +86.1% | +109.1% | +134.0% |
| All | +347.9% | +349.4% | -1.5% | +201.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling