+63.9%
CSCO vs ARM
+92.2%
-28.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | +0.1% |
| 7D | -0.7% | +5.5% | -6.1% | -1.3% |
| 30D | -10.1% | -8.2% | -1.9% | -9.4% |
| 3M | -15.7% | -35.9% | +20.2% | -12.8% |
| 6M | +36.3% | +103.1% | -66.8% | +23.4% |
| YTD | +43.8% | +130.6% | -86.8% | +28.6% |
| 1Y | +63.9% | +86.1% | -22.1% | +49.4% |
| All | +63.9% | +92.2% | -28.3% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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