+80.9%
CSCO vs ARM
+211.3%
-130.4%
-27.3%
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 | -22.1% | -39.1% | +17.0% | -18.7% |
| 6M | +3.2% | -26.4% | +29.6% | +4.9% |
| YTD | +24.1% | +59.7% | -35.7% | +17.3% |
| 1Y | +34.6% | +10.3% | +24.2% | +30.9% |
| 3Y | +90.0% | +228.9% | -138.9% | +64.4% |
| All | +80.9% | +211.3% | -130.4% | +58.4% |
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 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