+185.4%
ARM vs CSX
+73.0%
+112.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -33.3% |
| 6M | -14.9% | +14.6% | -29.5% | -22.6% |
| YTD | +66.0% | +42.2% | +23.8% | +33.0% |
| 1Y | +17.2% | +47.3% | -30.1% | -8.0% |
| 3Y | +247.2% | +73.5% | +173.7% | +124.4% |
| All | +185.4% | +73.0% | +112.4% | +83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling