+54.7%
MSFT vs ARM
+265.3%
-210.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.7% | -3.9% | +2.1% |
| 7D | +7.5% | -5.3% | +12.8% | +7.9% |
| 30D | +1.9% | -30.0% | +31.9% | +5.2% |
| 3M | +9.2% | -34.1% | +43.3% | +12.9% |
| 6M | +31.9% | -12.6% | +44.5% | +30.5% |
| YTD | +13.4% | +70.4% | -57.0% | +3.1% |
| 1Y | +10.6% | +22.3% | -11.6% | +4.4% |
| 3Y | +54.7% | +261.2% | -206.5% | +31.3% |
| All | +54.7% | +265.3% | -210.6% | +31.3% |
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