+83.9%
IBM vs ARM
+197.2%
-113.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -13.1% | +10.2% | -1.7% |
| 7D | -4.3% | -27.1% | +22.8% | -1.8% |
| 30D | +11.7% | -44.9% | +56.6% | +17.3% |
| 3M | +5.5% | -39.3% | +44.8% | +9.4% |
| 6M | +9.5% | -20.2% | +29.6% | +9.7% |
| YTD | -14.9% | +52.5% | -67.4% | -20.0% |
| 1Y | -17.4% | +4.1% | -21.4% | -19.8% |
| 3Y | +83.3% | +211.7% | -128.4% | +59.1% |
| All | +83.9% | +197.2% | -113.2% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling