-20.2%
ARM vs EXC
+1.8%
-22.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +0.6% | -13.7% | -12.4% |
| 7D | -27.1% | +1.4% | -28.5% | -25.8% |
| 30D | -44.9% | +11.6% | -56.5% | -37.7% |
| 3M | -39.3% | +2.7% | -41.9% | -38.2% |
| 6M | -20.2% | +2.7% | -22.8% | -15.0% |
| All | -20.2% | +1.8% | -22.0% | -15.0% |
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