+199.6%
ARM vs PSX
+136.0%
+63.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.4% | -4.8% |
| 7D | +9.1% | +7.8% | +1.3% | +7.3% |
| 30D | -19.9% | -10.9% | -9.1% | -18.1% |
| 3M | -31.6% | +14.5% | -46.1% | -34.2% |
| 6M | -13.9% | +56.1% | -70.0% | -24.4% |
| YTD | +74.3% | +109.6% | -35.3% | +31.7% |
| 1Y | +35.8% | +95.5% | -59.7% | +5.7% |
| 3Y | +268.6% | +156.2% | +112.4% | +125.5% |
| All | +199.6% | +136.0% | +63.6% | +90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling