+84.4%
CSCO vs ARM
+239.6%
-155.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.6% | -1.6% | -5.8% |
| 7D | +1.9% | +9.1% | -7.2% | +1.0% |
| 30D | -15.8% | -19.9% | +4.1% | -14.1% |
| 3M | -15.4% | -31.6% | +16.2% | -12.8% |
| 6M | -5.4% | -13.9% | +8.5% | -5.2% |
| YTD | +26.5% | +74.3% | -47.8% | +18.4% |
| 1Y | +25.9% | +35.8% | -9.9% | +20.3% |
| 3Y | +97.5% | +268.6% | -171.1% | +68.9% |
| All | +84.4% | +239.6% | -155.3% | +60.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling