+315.5%
ARM vs EXEL
+162.6%
+152.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | +12.5% | -0.3% | +12.8% | +12.5% |
| 30D | -1.4% | +10.1% | -11.5% | -3.1% |
| 3M | -18.7% | +10.1% | -28.7% | -20.2% |
| 6M | +124.6% | +37.7% | +87.0% | +112.7% |
| YTD | +141.7% | +33.1% | +108.6% | +129.6% |
| 1Y | +87.7% | +52.4% | +35.3% | +75.8% |
| All | +315.5% | +162.6% | +152.9% | +309.9% |
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