+93.0%
CSCO vs ARM
+208.9%
-115.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -13.1% | +5.5% | -6.3% |
| 7D | -11.9% | -27.1% | +15.3% | -9.1% |
| 30D | -18.8% | -44.9% | +26.1% | -14.2% |
| 3M | -21.2% | -39.3% | +18.1% | -17.8% |
| 6M | +1.9% | -20.2% | +22.1% | +2.9% |
| YTD | +26.1% | +52.5% | -26.4% | +19.8% |
| 1Y | +34.7% | +4.1% | +30.6% | +31.9% |
| All | +93.0% | +208.9% | -115.8% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling