+110.6%
GOOGL vs ARM
+232.1%
-121.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.7% | -5.5% | +0.4% |
| 7D | +3.3% | -5.3% | +8.6% | +3.8% |
| 30D | -18.1% | -30.0% | +12.0% | -14.9% |
| 3M | -18.6% | -34.1% | +15.5% | -15.5% |
| 6M | -28.0% | -12.6% | -15.4% | -29.4% |
| YTD | -7.8% | +70.4% | -78.2% | -18.1% |
| 1Y | +3.6% | +22.3% | -18.6% | -3.9% |
| 3Y | +123.4% | +261.2% | -137.8% | +70.6% |
| All | +110.6% | +232.1% | -121.4% | +68.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling