+86.1%
ARM vs EXC
+2.6%
+83.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.0% | +5.9% | +2.8% |
| 7D | +5.5% | -0.7% | +6.1% | +5.1% |
| 30D | -8.2% | -4.6% | -3.6% | -10.8% |
| 3M | -35.9% | -2.2% | -33.7% | -36.8% |
| 6M | +103.1% | -10.6% | +113.7% | +95.7% |
| YTD | +130.6% | +1.9% | +128.7% | +123.8% |
| 1Y | +86.1% | +3.4% | +82.7% | +80.1% |
| All | +86.1% | +2.6% | +83.5% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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