-2.5%
IBM vs ARM
+92.2%
-94.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | -0.3% |
| 7D | -0.3% | +5.5% | -5.8% | -0.9% |
| 30D | +0.3% | -8.2% | +8.5% | +1.0% |
| 3M | -21.6% | -35.9% | +14.3% | -18.6% |
| 6M | -4.7% | +103.1% | -107.8% | -13.8% |
| YTD | -19.1% | +130.6% | -149.7% | -28.0% |
| 1Y | -2.5% | +86.1% | -88.6% | -6.4% |
| All | -2.5% | +92.2% | -94.7% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling