+143.5%
GOOG vs ARM
+349.4%
-205.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -5.0% | -1.5% |
| 7D | -2.1% | +5.5% | -7.6% | -2.8% |
| 30D | -6.8% | -8.2% | +1.4% | -6.1% |
| 3M | -9.1% | -35.9% | +26.8% | -5.1% |
| 6M | +10.7% | +103.1% | -92.4% | -2.2% |
| YTD | +7.1% | +130.6% | -123.6% | -7.3% |
| 1Y | +44.6% | +86.1% | -41.4% | +28.5% |
| All | +143.5% | +349.4% | -205.8% | +89.1% |
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 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