+408.7%
DELL vs ARM
+239.6%
+169.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.6% | -2.5% | -5.6% |
| 7D | +4.9% | +9.1% | -4.2% | +2.2% |
| 30D | -32.1% | -19.9% | -12.1% | -26.6% |
| 3M | -30.2% | -31.6% | +1.4% | -21.5% |
| 6M | +41.7% | -13.9% | +55.6% | +47.6% |
| YTD | +176.6% | +74.3% | +102.3% | +134.8% |
| 1Y | +159.9% | +35.8% | +124.1% | +135.8% |
| 3Y | +388.0% | +268.6% | +119.4% | +285.0% |
| All | +408.7% | +239.6% | +169.1% | +311.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling