+672.9%
DELL vs ARM
+349.4%
+323.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.9% | -2.4% | +0.3% |
| 7D | +14.9% | +5.5% | +9.4% | +13.1% |
| 30D | +13.3% | -8.2% | +21.5% | +16.0% |
| 3M | +24.4% | -35.9% | +60.3% | +39.3% |
| 6M | +258.0% | +103.1% | +154.9% | +189.0% |
| YTD | +320.2% | +130.6% | +189.6% | +226.6% |
| 1Y | +319.1% | +86.1% | +233.0% | +243.8% |
| All | +672.9% | +349.4% | +323.5% | +471.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling