+296.4%
ARM vs GE
+275.4%
+21.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +3.1% |
| 7D | +5.5% | -1.6% | +7.0% | +6.8% |
| 30D | -8.2% | -11.6% | +3.4% | +0.5% |
| 3M | -35.9% | +3.0% | -38.9% | -37.6% |
| 6M | +103.1% | -0.5% | +103.6% | +102.2% |
| YTD | +130.6% | +9.7% | +120.9% | +111.1% |
| 1Y | +86.1% | +20.0% | +66.0% | +57.8% |
| All | +296.4% | +275.4% | +21.0% | +44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling