+90.2%
CSCO vs ARM
+232.1%
-141.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.7% | -1.6% | +4.4% |
| 7D | -2.9% | -5.3% | +2.4% | -2.4% |
| 30D | -16.7% | -30.0% | +13.4% | -13.9% |
| 3M | -18.4% | -34.1% | +15.6% | -15.6% |
| 6M | +2.9% | -12.6% | +15.6% | +3.1% |
| YTD | +30.4% | +70.4% | -40.0% | +22.5% |
| 1Y | +41.4% | +22.3% | +19.1% | +36.2% |
| 3Y | +104.7% | +261.2% | -156.5% | +75.4% |
| All | +90.2% | +232.1% | -141.9% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling