+56.9%
INTC vs ARM
+239.6%
-182.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.1% | -0.9% |
| 7D | +6.0% | +9.1% | -3.1% | +2.8% |
| 30D | -39.2% | -19.9% | -19.2% | -33.5% |
| 3M | -42.9% | -31.6% | -11.3% | -34.6% |
| 6M | -50.4% | -13.9% | -36.5% | -47.2% |
| YTD | +61.7% | +74.3% | -12.6% | +43.1% |
| 1Y | +66.1% | +35.8% | +30.3% | +56.0% |
| 3Y | +58.1% | +268.6% | -210.5% | +18.7% |
| All | +56.9% | +239.6% | -182.8% | +24.8% |
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