+103.1%
ARM vs VICR
-8.0%
+111.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.5% | -1.6% | +1.5% |
| 7D | +5.5% | +0.4% | +5.0% | +5.2% |
| 30D | -8.2% | -13.9% | +5.7% | -2.8% |
| 3M | -35.9% | -38.4% | +2.5% | -23.0% |
| 6M | +103.1% | -7.2% | +110.3% | +104.0% |
| All | +103.1% | -8.0% | +111.1% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 6mo: compounded portfolio wealth divided by compounded VICR 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…
6mo analysis · Full analysis span regression · 6 months rolling