+247.2%
ARM vs CSX
+75.3%
+171.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -3.2% |
| 7D | -10.4% | +0.7% | -11.1% | -10.7% |
| 30D | -31.8% | +8.1% | -39.9% | -34.8% |
| 3M | -32.2% | +2.2% | -34.4% | -33.2% |
| 6M | -14.9% | +14.6% | -29.5% | -22.5% |
| YTD | +66.0% | +42.2% | +23.8% | +33.2% |
| 1Y | +17.2% | +47.3% | -30.1% | -7.9% |
| 3Y | +247.2% | +73.5% | +173.7% | +141.1% |
| All | +247.2% | +75.3% | +171.9% | +141.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling