+108.2%
GOOGL vs ARM
+211.3%
-103.1%
-30.6%
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 | +1.8% | -15.2% | +17.0% | +3.5% |
| 30D | -18.8% | -40.7% | +21.9% | -14.1% |
| 3M | -20.3% | -39.1% | +18.7% | -16.5% |
| 6M | -28.4% | -26.4% | -2.0% | -28.2% |
| YTD | -8.8% | +59.7% | -68.6% | -18.5% |
| 1Y | +0.3% | +10.3% | -10.1% | -5.8% |
| 3Y | +120.7% | +228.9% | -108.1% | +71.1% |
| All | +108.2% | +211.3% | -103.1% | +67.5% |
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