+45.1%
ARM vs ALAB
+322.1%
-277.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.6% | -2.0% | -3.6% |
| 7D | +9.1% | +16.3% | -7.2% | +3.2% |
| 30D | -19.9% | -26.1% | +6.2% | -10.6% |
| 3M | -31.6% | -31.3% | -0.3% | -21.5% |
| 6M | -13.9% | -1.0% | -12.9% | -12.5% |
| YTD | +74.3% | +33.3% | +41.0% | +56.4% |
| 1Y | +35.8% | +53.5% | -17.8% | +14.5% |
| All | +45.1% | +322.1% | -277.0% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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