+136.8%
DELL vs ARM
+14.5%
+122.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.9% | -2.3% |
| 7D | -18.1% | -10.4% | -7.8% | -13.8% |
| 30D | -42.9% | -31.8% | -11.0% | -32.7% |
| 3M | -26.9% | -32.2% | +5.4% | -14.9% |
| 6M | +28.8% | -14.9% | +43.7% | +38.5% |
| YTD | +168.4% | +66.0% | +102.4% | +135.5% |
| 1Y | +136.8% | +17.2% | +119.6% | +152.1% |
| All | +136.8% | +14.5% | +122.3% | +152.1% |
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