+119.6%
GOOGL vs ARM
+247.7%
-128.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | 0.0% |
| 7D | +2.6% | -10.4% | +13.0% | +3.7% |
| 30D | -18.3% | -31.8% | +13.6% | -15.1% |
| 3M | -19.6% | -32.2% | +12.7% | -16.8% |
| 6M | -28.2% | -14.9% | -13.3% | -29.3% |
| YTD | -8.0% | +66.0% | -74.0% | -17.7% |
| 1Y | -0.7% | +17.2% | -17.9% | -7.1% |
| All | +119.6% | +247.7% | -128.0% | +84.3% |
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