+293.4%
ARM vs PSX
+151.6%
+141.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +3.2% | +8.9% | +11.3% |
| 7D | +6.0% | -0.4% | +6.4% | +6.3% |
| 30D | -20.3% | -8.1% | -12.2% | -19.1% |
| 3M | -24.4% | +15.9% | -40.3% | -27.3% |
| 6M | -4.4% | +49.4% | -53.7% | -14.4% |
| YTD | +86.0% | +104.7% | -18.6% | +42.9% |
| 1Y | +35.8% | +89.1% | -53.3% | +7.9% |
| All | +293.4% | +151.6% | +141.8% | +163.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling