+143.3%
DELL vs ARM
+18.4%
+124.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -5.3% | -3.5% | -6.6% |
| 7D | -24.6% | -18.7% | -5.9% | -17.6% |
| 30D | -32.5% | -36.7% | +4.2% | -19.0% |
| 3M | -20.2% | -31.6% | +11.4% | -8.3% |
| 6M | +76.5% | -5.6% | +82.1% | +81.9% |
| YTD | +198.9% | +75.5% | +123.5% | +154.7% |
| 1Y | +143.3% | +19.3% | +124.0% | +149.3% |
| All | +143.3% | +18.4% | +124.9% | +149.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling