+268.6%
ARM vs EXE
+21.0%
+247.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.5% | -4.9% |
| 7D | +9.1% | +5.3% | +3.8% | +7.1% |
| 30D | -19.9% | -2.2% | -17.8% | -19.3% |
| 3M | -31.6% | -5.9% | -25.7% | -30.3% |
| 6M | -13.9% | -5.7% | -8.2% | -13.1% |
| YTD | +74.3% | -17.8% | +92.1% | +86.1% |
| 1Y | +35.8% | -23.1% | +58.9% | +50.6% |
| 3Y | +268.6% | +21.2% | +247.4% | +184.1% |
| All | +268.6% | +21.0% | +247.6% | +184.1% |
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