+45.9%
CSCO vs ARM
+18.4%
+27.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.3% | +5.9% | +1.3% |
| 7D | -6.1% | -18.7% | +12.6% | -3.6% |
| 30D | -8.2% | -36.7% | +28.5% | -3.1% |
| 3M | -14.6% | -31.6% | +17.1% | -11.2% |
| 6M | +12.7% | -5.6% | +18.3% | +12.4% |
| YTD | +37.0% | +75.5% | -38.5% | +23.9% |
| 1Y | +45.9% | +19.3% | +26.6% | +36.6% |
| All | +45.9% | +18.4% | +27.5% | +36.6% |
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