-19.3%
IBM vs ARM
+14.5%
-33.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +1.9% | -0.4% |
| 7D | -2.2% | -10.4% | +8.2% | -1.3% |
| 30D | +7.7% | -31.8% | +39.5% | +11.3% |
| 3M | +3.5% | -32.2% | +35.7% | +6.5% |
| 6M | +7.2% | -14.9% | +22.1% | +6.5% |
| YTD | -15.8% | +66.0% | -81.8% | -25.0% |
| 1Y | -19.3% | +17.2% | -36.5% | -21.7% |
| All | -19.3% | +14.5% | -33.8% | -21.7% |
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 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