+122.5%
DELL vs ARM
+4.6%
+118.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.7% | -1.1% | +1.6% |
| 7D | -22.6% | -15.2% | -7.4% | -16.4% |
| 30D | -43.2% | -40.7% | -2.5% | -29.5% |
| 3M | -24.8% | -39.1% | +14.3% | -8.8% |
| 6M | +38.0% | -26.4% | +64.4% | +55.5% |
| YTD | +163.7% | +59.7% | +104.0% | +135.7% |
| 1Y | +122.5% | +10.3% | +112.2% | +139.0% |
| All | +122.5% | +4.6% | +118.0% | +139.0% |
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 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