+687.2%
DELL vs ARM
+366.2%
+321.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.9% | +0.7% |
| 7D | +25.6% | +11.4% | +14.2% | +21.6% |
| 30D | +17.7% | -7.4% | +25.1% | +20.3% |
| 3M | +33.4% | -24.5% | +57.9% | +42.6% |
| 6M | +266.2% | +128.7% | +137.6% | +186.2% |
| YTD | +328.0% | +139.3% | +188.7% | +229.0% |
| 1Y | +339.6% | +88.0% | +251.6% | +259.2% |
| All | +687.2% | +366.2% | +321.0% | +476.0% |
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