+214.0%
ARM vs EXEL
+227.0%
-13.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -5.6% | -7.5% | -12.2% |
| 7D | -27.1% | +3.8% | -30.9% | -27.4% |
| 30D | -44.9% | +17.8% | -62.7% | -46.2% |
| 3M | -39.3% | +21.2% | -60.5% | -41.2% |
| 6M | -20.2% | +54.7% | -74.9% | -25.9% |
| YTD | +52.5% | +56.8% | -4.2% | +41.1% |
| 1Y | +4.1% | +70.2% | -66.1% | -4.4% |
| All | +214.0% | +227.0% | -13.1% | +208.8% |
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