+51.6%
INTC vs ARM
+249.0%
-197.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.2% |
| 7D | -4.0% | -10.4% | +6.4% | -0.1% |
| 30D | -44.5% | -31.8% | -12.6% | -35.9% |
| 3M | -40.4% | -32.2% | -8.1% | -31.2% |
| 6M | -53.5% | -14.9% | -38.6% | -50.0% |
| YTD | +57.5% | +66.0% | -8.5% | +42.0% |
| 1Y | +51.2% | +17.2% | +34.0% | +47.9% |
| 3Y | +51.6% | +247.2% | -195.6% | +25.7% |
| All | +51.6% | +249.0% | -197.4% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling