+296.4%
ARM vs EXE
+20.4%
+276.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +4.4% |
| 7D | +5.5% | -0.3% | +5.7% | +5.5% |
| 30D | -8.2% | +8.5% | -16.6% | -11.4% |
| 3M | -35.9% | +5.5% | -41.4% | -37.7% |
| 6M | +103.1% | -5.9% | +109.0% | +106.9% |
| YTD | +130.6% | -9.7% | +140.3% | +138.2% |
| 1Y | +86.1% | +3.6% | +82.5% | +74.9% |
| All | +296.4% | +20.4% | +276.0% | +209.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling