+83.2%
IBM vs ARM
+232.1%
-148.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.7% | -6.2% | -0.1% |
| 7D | -2.5% | -5.3% | +2.8% | -2.2% |
| 30D | +8.4% | -30.0% | +38.4% | +11.5% |
| 3M | +4.5% | -34.1% | +38.5% | +7.6% |
| 6M | +7.9% | -12.6% | +20.5% | +7.4% |
| YTD | -15.2% | +70.4% | -85.7% | -21.1% |
| 1Y | -17.6% | +22.3% | -39.8% | -21.1% |
| 3Y | +82.1% | +261.2% | -179.1% | +56.0% |
| All | +83.2% | +232.1% | -148.9% | +56.4% |
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 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