+377.0%
DELL vs ARM
+223.5%
+153.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.7% | -1.1% | +2.1% |
| 7D | -22.6% | -15.2% | -7.4% | -17.9% |
| 30D | -43.2% | -40.7% | -2.5% | -32.6% |
| 3M | -24.8% | -39.1% | +14.3% | -12.3% |
| 6M | +38.0% | -26.4% | +64.4% | +50.3% |
| YTD | +163.7% | +59.7% | +104.0% | +129.2% |
| 1Y | +122.5% | +10.3% | +112.2% | +113.7% |
| 3Y | +377.0% | +228.9% | +148.1% | +298.3% |
| All | +377.0% | +223.5% | +153.5% | +298.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling