+228.9%
ARM vs EXEL
+231.1%
-2.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.5% | +4.5% |
| 7D | -15.2% | +0.3% | -15.5% | -15.1% |
| 30D | -40.7% | +19.0% | -59.7% | -42.2% |
| 3M | -39.1% | +33.3% | -72.4% | -41.9% |
| 6M | -26.4% | +42.9% | -69.3% | -30.9% |
| YTD | +59.7% | +58.7% | +1.0% | +47.5% |
| 1Y | +10.3% | +70.5% | -60.2% | +1.3% |
| 3Y | +228.9% | +233.8% | -5.0% | +222.9% |
| All | +228.9% | +231.1% | -2.3% | +222.9% |
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