+20.3%
ARM vs EXEL
+74.8%
-54.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.1% | +3.6% | +5.5% |
| 7D | -5.3% | +2.3% | -7.6% | -5.7% |
| 30D | -30.0% | +19.8% | -49.9% | -34.0% |
| 3M | -34.1% | +32.7% | -66.7% | -40.7% |
| 6M | -12.6% | +49.0% | -61.6% | -27.4% |
| YTD | +70.4% | +63.7% | +6.8% | +32.5% |
| All | +20.3% | +74.8% | -54.5% | -6.7% |
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