+9.0%
MSFT vs ARM
+18.4%
-9.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -5.3% | +12.0% | +7.0% |
| 7D | +4.7% | -18.7% | +23.4% | +6.0% |
| 30D | +5.8% | -36.7% | +42.5% | +8.7% |
| 3M | +13.0% | -31.6% | +44.6% | +15.3% |
| 6M | +34.9% | -5.6% | +40.6% | +34.1% |
| YTD | +15.7% | +75.5% | -59.8% | +10.3% |
| 1Y | +9.0% | +19.3% | -10.4% | +10.8% |
| All | +9.0% | +18.4% | -9.4% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling