+86.1%
ARM vs EXC
+3.5%
+82.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.0% | +3.3% |
| 7D | +5.5% | +0.3% | +5.2% | +5.6% |
| 30D | -8.2% | -3.7% | -4.5% | -10.3% |
| 3M | -35.9% | -1.3% | -34.6% | -36.5% |
| 6M | +103.1% | -9.7% | +112.8% | +96.7% |
| YTD | +130.6% | +2.9% | +127.7% | +125.0% |
| 1Y | +86.1% | +4.4% | +81.7% | +81.1% |
| All | +86.1% | +3.5% | +82.5% | +81.1% |
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