+85.2%
IBM vs ARM
+239.6%
-154.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.6% | +1.4% |
| 7D | +1.6% | +9.1% | -7.5% | +0.7% |
| 30D | +9.2% | -19.9% | +29.1% | +11.0% |
| 3M | +4.9% | -31.6% | +36.6% | +7.7% |
| 6M | +16.8% | -13.9% | +30.6% | +16.3% |
| YTD | -14.3% | +74.3% | -88.6% | -20.4% |
| 1Y | -16.7% | +35.8% | -52.5% | -21.0% |
| 3Y | +82.2% | +268.6% | -186.4% | +55.8% |
| All | +85.2% | +239.6% | -154.4% | +57.7% |
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