+19.3%
ARM vs PSX
+97.5%
-78.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.5% | -0.8% | -6.7% |
| 7D | -18.7% | -5.2% | -13.5% | -20.0% |
| 30D | -36.7% | -3.7% | -32.9% | -37.1% |
| 3M | -31.6% | +26.8% | -58.4% | -25.6% |
| 6M | -5.6% | +47.3% | -52.9% | +9.4% |
| YTD | +75.5% | +105.4% | -29.9% | +92.3% |
| 1Y | +19.3% | +96.9% | -77.6% | +33.3% |
| All | +19.3% | +97.5% | -78.2% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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