-18.7%
IBM vs ARM
+14.5%
-33.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.3% |
| 7D | -1.5% | -10.4% | +8.8% | -0.6% |
| 30D | +8.4% | -31.8% | +40.2% | +12.1% |
| 3M | +4.2% | -32.2% | +36.4% | +7.3% |
| 6M | +7.9% | -14.9% | +22.8% | +7.2% |
| YTD | -15.2% | +66.0% | -81.2% | -24.5% |
| 1Y | -18.7% | +17.2% | -35.9% | -21.2% |
| All | -18.7% | +14.5% | -33.2% | -21.2% |
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