+261.2%
ARM vs EXEL
+244.2%
+16.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.1% | +3.6% | +6.2% |
| 7D | -5.3% | +2.3% | -7.6% | -5.5% |
| 30D | -30.0% | +19.8% | -49.9% | -31.9% |
| 3M | -34.1% | +32.7% | -66.7% | -37.0% |
| 6M | -12.6% | +49.0% | -61.6% | -18.5% |
| YTD | +70.4% | +63.7% | +6.8% | +56.6% |
| 1Y | +22.3% | +75.8% | -53.5% | +11.7% |
| 3Y | +261.2% | +241.3% | +19.9% | +256.4% |
| All | +261.2% | +244.2% | +16.9% | +256.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling