+214.0%
ARM vs GE
+267.1%
-53.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -4.5% | -8.6% | -9.6% |
| 7D | -27.1% | +0.5% | -27.7% | -27.3% |
| 30D | -44.9% | +1.7% | -46.6% | -45.7% |
| 3M | -39.3% | -17.3% | -22.0% | -29.9% |
| 6M | -20.2% | +10.1% | -30.3% | -25.4% |
| YTD | +52.5% | +2.6% | +49.9% | +47.3% |
| 1Y | +4.1% | +3.7% | +0.4% | -0.7% |
| All | +214.0% | +267.1% | -53.1% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 GE 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