+80.2%
CSCO vs ARM
+211.3%
-131.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.7% | -6.7% | -2.4% |
| 7D | -10.2% | -15.2% | +5.0% | -8.7% |
| 30D | -20.1% | -40.7% | +20.6% | -16.1% |
| 3M | -22.4% | -39.1% | +16.7% | -19.1% |
| 6M | +2.8% | -26.4% | +29.2% | +4.5% |
| YTD | +23.6% | +59.7% | -36.1% | +16.8% |
| 1Y | +34.0% | +10.3% | +23.7% | +30.4% |
| 3Y | +89.3% | +228.9% | -139.6% | +63.8% |
| All | +80.2% | +211.3% | -131.1% | +57.8% |
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