+17.2%
ARM vs EXEL
+72.0%
-54.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.0% |
| 7D | -10.4% | -2.4% | -8.0% | -9.3% |
| 30D | -31.8% | +17.9% | -49.8% | -35.3% |
| 3M | -32.2% | +33.3% | -65.5% | -39.3% |
| 6M | -14.9% | +46.6% | -61.5% | -28.8% |
| YTD | +66.0% | +61.0% | +5.0% | +29.9% |
| 1Y | +17.2% | +70.4% | -53.2% | -8.6% |
| All | +17.2% | +72.0% | -54.8% | -8.6% |
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