+172.1%
DELL vs ARM
+32.9%
+139.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +12.1% | -0.3% | +6.3% |
| 7D | +0.4% | +6.0% | -5.7% | -1.8% |
| 30D | -35.1% | -20.3% | -14.8% | -28.5% |
| 3M | -15.1% | -24.4% | +9.2% | -5.9% |
| 6M | +51.7% | -4.4% | +56.1% | +55.3% |
| YTD | +200.0% | +86.0% | +113.9% | +152.1% |
| 1Y | +172.1% | +35.8% | +136.3% | +170.3% |
| All | +172.1% | +32.9% | +139.2% | +170.3% |
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