+193.0%
ARM vs EXE
+5.7%
+187.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.6% | +5.1% | +6.1% |
| 7D | -5.3% | -3.9% | -1.4% | -3.8% |
| 30D | -30.0% | -2.6% | -27.5% | -29.4% |
| 3M | -34.1% | -6.9% | -27.2% | -32.7% |
| 6M | -12.6% | -9.3% | -3.3% | -10.6% |
| YTD | +70.4% | -20.7% | +91.2% | +84.5% |
| 1Y | +22.3% | -21.8% | +44.1% | +33.0% |
| 3Y | +261.2% | +16.2% | +245.0% | +183.4% |
| All | +193.0% | +5.7% | +187.2% | +140.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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