+26.9%
ARM vs ALAB
+241.5%
-214.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -19.6% | +6.5% | -5.7% |
| 7D | -27.1% | -38.2% | +11.1% | -12.9% |
| 30D | -44.9% | -54.0% | +9.1% | -26.7% |
| 3M | -39.3% | -43.6% | +4.4% | -24.9% |
| 6M | -20.2% | -16.8% | -3.4% | -13.2% |
| YTD | +52.5% | +7.9% | +44.6% | +48.1% |
| 1Y | +4.1% | -1.4% | +5.4% | +2.0% |
| All | +26.9% | +241.5% | -214.5% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling