+121.0%
GOOG vs ARM
+265.0%
-144.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.7% | -0.5% |
| 7D | +3.0% | +9.1% | -6.1% | +2.0% |
| 30D | -14.9% | -19.9% | +5.1% | -13.1% |
| 3M | -14.9% | -31.6% | +16.7% | -12.1% |
| 6M | -26.6% | -13.9% | -12.7% | -27.7% |
| YTD | -6.6% | +74.3% | -80.9% | -16.8% |
| 1Y | +5.1% | +35.8% | -30.7% | -3.4% |
| 3Y | +121.0% | +268.6% | -147.6% | +83.9% |
| All | +121.0% | +265.0% | -144.0% | +83.9% |
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