+82.4%
IBM vs ARM
+211.3%
-128.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.7% | -5.6% | -1.3% |
| 7D | -5.0% | -15.2% | +10.3% | -3.7% |
| 30D | +11.1% | -40.7% | +51.8% | +15.9% |
| 3M | +5.7% | -39.1% | +44.8% | +9.7% |
| 6M | +10.1% | -26.4% | +36.5% | +11.1% |
| YTD | -15.6% | +59.7% | -75.4% | -21.0% |
| 1Y | -19.5% | +10.3% | -29.9% | -22.3% |
| 3Y | +80.4% | +228.9% | -148.5% | +55.9% |
| All | +82.4% | +211.3% | -128.9% | +56.6% |
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