+34.3%
ARM vs EXEL
+62.5%
-28.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -1.3% |
| 7D | +19.8% | +1.6% | +18.2% | +19.2% |
| 30D | -21.8% | +17.4% | -39.1% | -25.9% |
| 3M | -26.5% | +38.6% | -65.1% | -35.9% |
| 6M | -3.9% | +41.2% | -45.1% | -18.8% |
| YTD | +82.8% | +59.3% | +23.4% | +41.5% |
| 1Y | +34.3% | +60.2% | -25.9% | +4.2% |
| All | +34.3% | +62.5% | -28.2% | +4.2% |
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