+86.1%
ARM vs EXEL
+59.2%
+26.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +4.0% |
| 7D | +5.5% | +8.4% | -2.9% | +3.0% |
| 30D | -8.2% | +4.1% | -12.3% | -9.4% |
| 3M | -35.9% | +12.4% | -48.3% | -38.5% |
| 6M | +103.1% | +41.5% | +61.6% | +82.4% |
| YTD | +130.6% | +34.6% | +96.0% | +107.5% |
| 1Y | +86.1% | +57.9% | +28.2% | +74.3% |
| All | +86.1% | +59.2% | +26.8% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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