+185.4%
ARM vs EXC
+23.3%
+162.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.7% |
| 7D | -10.4% | +0.1% | -10.4% | -10.2% |
| 30D | -31.8% | +9.0% | -40.9% | -28.0% |
| 3M | -32.2% | +3.3% | -35.5% | -30.6% |
| 6M | -14.9% | +5.7% | -20.6% | -11.4% |
| YTD | +66.0% | +7.3% | +58.7% | +74.9% |
| 1Y | +17.2% | +2.9% | +14.3% | +21.0% |
| 3Y | +247.2% | +29.3% | +217.9% | +320.9% |
| All | +185.4% | +23.3% | +162.1% | +256.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling