+20.3%
ARM vs PSX
+89.2%
-68.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.0% | +3.7% | +7.4% |
| 7D | -5.3% | -8.0% | +2.7% | -7.9% |
| 30D | -30.0% | -9.0% | -21.0% | -32.0% |
| 3M | -34.1% | +24.7% | -58.8% | -28.6% |
| 6M | -12.6% | +49.3% | -62.0% | +1.2% |
| YTD | +70.4% | +100.2% | -29.8% | +85.5% |
| All | +20.3% | +89.2% | -68.9% | +32.9% |
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