+64.3%
INTC vs ARM
+262.5%
-198.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +12.1% | -4.5% | +3.3% |
| 7D | +7.3% | +6.0% | +1.2% | +5.2% |
| 30D | -38.3% | -20.3% | -18.0% | -32.6% |
| 3M | -36.0% | -24.4% | -11.7% | -29.1% |
| 6M | -51.7% | -4.4% | -47.3% | -50.3% |
| YTD | +69.4% | +86.0% | -16.7% | +46.5% |
| 1Y | +65.0% | +35.8% | +29.2% | +53.7% |
| 3Y | +63.0% | +289.1% | -226.1% | +19.9% |
| All | +64.3% | +262.5% | -198.2% | +27.7% |
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 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