+20.3%
ARM vs EXE
-22.4%
+42.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.6% | +5.1% | +6.8% |
| 7D | -5.3% | -3.9% | -1.4% | -5.8% |
| 30D | -30.0% | -2.6% | -27.5% | -30.2% |
| 3M | -34.1% | -6.9% | -27.2% | -34.6% |
| 6M | -12.6% | -9.3% | -3.3% | -13.1% |
| YTD | +70.4% | -20.7% | +91.2% | +71.2% |
| All | +20.3% | -22.4% | +42.7% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling