+86.1%
IBM vs ARM
+262.5%
-176.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +12.1% | -10.5% | +0.5% |
| 7D | -1.7% | +6.0% | -7.8% | -2.4% |
| 30D | +10.1% | -20.3% | +30.4% | +11.9% |
| 3M | +4.8% | -24.4% | +29.2% | +6.6% |
| 6M | +12.6% | -4.4% | +17.0% | +11.2% |
| YTD | -13.9% | +86.0% | -99.9% | -20.5% |
| 1Y | -18.7% | +35.8% | -54.5% | -22.9% |
| 3Y | +81.9% | +289.1% | -207.2% | +54.8% |
| All | +86.1% | +262.5% | -176.4% | +57.5% |
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 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