-5.6%
ARM vs EXC
+2.4%
-8.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.6% | -6.9% | -3.5% |
| 7D | -18.7% | +3.3% | -22.0% | -15.6% |
| 30D | -36.7% | +13.3% | -50.0% | -27.7% |
| 3M | -31.6% | +1.8% | -33.5% | -31.2% |
| 6M | -5.6% | +1.1% | -6.7% | -0.7% |
| All | -5.6% | +2.4% | -8.0% | -0.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling