+296.4%
ARM vs PSX
+127.3%
+169.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.9% |
| 7D | +5.5% | +4.5% | +0.9% | +4.3% |
| 30D | -8.2% | +26.6% | -34.8% | -13.6% |
| 3M | -35.9% | +39.3% | -75.2% | -41.3% |
| 6M | +103.1% | +56.8% | +46.3% | +75.1% |
| YTD | +130.6% | +101.8% | +28.8% | +76.7% |
| 1Y | +86.1% | +99.6% | -13.5% | +42.5% |
| All | +296.4% | +127.3% | +169.2% | +155.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling