+106.2%
GOOG vs ARM
+211.3%
-105.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -4.0% | +0.2% |
| 7D | +2.1% | -15.2% | +17.3% | +3.8% |
| 30D | -18.3% | -40.7% | +22.4% | -13.6% |
| 3M | -20.3% | -39.1% | +18.8% | -16.5% |
| 6M | -28.1% | -26.4% | -1.6% | -27.8% |
| YTD | -9.3% | +59.7% | -69.1% | -18.8% |
| 1Y | -0.2% | +10.3% | -10.6% | -6.2% |
| 3Y | +118.0% | +228.9% | -110.8% | +68.7% |
| All | +106.2% | +211.3% | -105.0% | +65.6% |
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