+228.9%
ARM vs EXE
+3.8%
+225.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.6% | +5.1% |
| 7D | -15.2% | -6.6% | -8.6% | -13.0% |
| 30D | -40.7% | -4.0% | -36.7% | -39.8% |
| 3M | -39.1% | -7.5% | -31.6% | -37.8% |
| 6M | -26.4% | -11.7% | -14.7% | -23.9% |
| YTD | +59.7% | -22.0% | +81.7% | +73.6% |
| 1Y | +10.3% | -21.8% | +32.1% | +19.2% |
| 3Y | +228.9% | +8.0% | +220.8% | +169.0% |
| All | +228.9% | +3.8% | +225.0% | +169.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling