+185.4%
ARM vs EXEL
+217.8%
-32.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.3% |
| 7D | -10.4% | -2.4% | -8.0% | -9.9% |
| 30D | -31.8% | +17.9% | -49.8% | -33.4% |
| 3M | -32.2% | +33.3% | -65.5% | -35.3% |
| 6M | -14.9% | +46.6% | -61.5% | -20.3% |
| YTD | +66.0% | +61.0% | +5.0% | +53.3% |
| 1Y | +17.2% | +70.4% | -53.2% | +7.7% |
| 3Y | +247.2% | +236.1% | +11.1% | +222.2% |
| All | +185.4% | +217.8% | -32.4% | +173.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling