+78.6%
AMZN vs ARM
+349.4%
-270.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | -0.7% |
| 7D | -3.0% | +5.5% | -8.4% | -3.7% |
| 30D | -5.2% | -8.2% | +3.0% | -4.3% |
| 3M | +1.9% | -35.9% | +37.8% | +7.1% |
| 6M | +19.2% | +103.1% | -83.9% | +2.3% |
| YTD | +12.0% | +130.6% | -118.6% | -6.2% |
| 1Y | +9.7% | +86.1% | -76.4% | -5.0% |
| All | +78.6% | +349.4% | -270.7% | +36.1% |
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