+10.3%
ARM vs EXC
+2.5%
+7.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.0% | +6.7% | +3.3% |
| 7D | -15.2% | -1.2% | -14.1% | -15.7% |
| 30D | -40.7% | +10.0% | -50.6% | -36.7% |
| 3M | -39.1% | +1.6% | -40.7% | -38.2% |
| 6M | -26.4% | +3.3% | -29.7% | -25.1% |
| YTD | +59.7% | +7.6% | +52.2% | +60.0% |
| 1Y | +10.3% | +3.5% | +6.9% | +11.1% |
| All | +10.3% | +2.5% | +7.9% | +11.1% |
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