+79.2%
AMZN vs ARM
+211.3%
-132.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.7% | -5.1% | -1.0% |
| 7D | +7.9% | -15.2% | +23.1% | +10.1% |
| 30D | -0.2% | -40.7% | +40.4% | +6.6% |
| 3M | -4.8% | -39.1% | +34.3% | +0.8% |
| 6M | -5.7% | -26.4% | +20.7% | -5.5% |
| YTD | +12.3% | +59.7% | -47.4% | -2.0% |
| 1Y | +6.7% | +10.3% | -3.7% | -1.1% |
| 3Y | +85.6% | +228.9% | -143.3% | +41.3% |
| All | +79.2% | +211.3% | -132.1% | +42.2% |
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 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