+51.0%
MSFT vs ARM
+349.4%
-298.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.9% | -6.0% | -2.4% |
| 7D | -2.7% | +5.5% | -8.1% | -3.2% |
| 30D | +2.7% | -8.2% | +10.9% | +3.5% |
| 3M | +17.0% | -35.9% | +52.9% | +20.9% |
| 6M | +23.8% | +103.1% | -79.3% | +11.9% |
| YTD | +4.0% | +130.6% | -126.6% | -7.5% |
| 1Y | -0.8% | +86.1% | -86.9% | -10.0% |
| All | +51.0% | +349.4% | -298.4% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling