+86.1%
ARM vs FDX
+80.8%
+5.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +4.2% |
| 7D | +5.5% | -2.5% | +8.0% | +7.0% |
| 30D | -8.2% | +3.8% | -12.0% | -10.3% |
| 3M | -35.9% | -1.3% | -34.6% | -35.7% |
| 6M | +103.1% | +5.0% | +98.1% | +92.6% |
| YTD | +130.6% | +39.6% | +91.0% | +101.4% |
| 1Y | +86.1% | +81.1% | +4.9% | +49.6% |
| All | +86.1% | +80.8% | +5.3% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 1y: compounded portfolio wealth divided by compounded FDX 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…
1y analysis · Full analysis span regression · 6 months rolling