+44.7%
ORCL vs ARM
+349.4%
-304.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.9% | -0.8% | +2.1% |
| 7D | +5.3% | +5.5% | -0.2% | +4.0% |
| 30D | +10.0% | -8.2% | +18.2% | +12.0% |
| 3M | -32.6% | -35.9% | +3.3% | -26.1% |
| 6M | +4.9% | +103.1% | -98.2% | -13.3% |
| YTD | -17.8% | +130.6% | -148.4% | -34.2% |
| 1Y | -28.0% | +86.1% | -114.1% | -39.0% |
| All | +44.7% | +349.4% | -304.6% | +11.1% |
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