+174.6%
ARM vs CSX
+66.3%
+108.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.4% | +8.1% | +6.4% |
| 7D | -15.2% | -5.5% | -9.7% | -12.9% |
| 30D | -40.7% | +4.9% | -45.6% | -42.5% |
| 3M | -39.1% | -2.9% | -36.2% | -38.4% |
| 6M | -26.4% | +8.3% | -34.8% | -30.9% |
| YTD | +59.7% | +36.7% | +23.0% | +30.4% |
| 1Y | +10.3% | +41.5% | -31.2% | -11.7% |
| 3Y | +228.9% | +68.6% | +160.2% | +115.1% |
| All | +174.6% | +66.3% | +108.3% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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