-20.2%
ARM vs ALAB
-13.5%
-6.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -19.6% | +6.5% | -1.2% |
| 7D | -27.1% | -38.2% | +11.1% | -3.1% |
| 30D | -44.9% | -54.0% | +9.1% | -13.0% |
| 3M | -39.3% | -43.6% | +4.4% | -15.4% |
| 6M | -20.2% | -16.8% | -3.4% | +1.1% |
| All | -20.2% | -13.5% | -6.7% | +1.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling