+199.6%
ARM vs EXEL
+210.7%
-11.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.4% |
| 7D | +9.1% | -0.8% | +9.9% | +9.3% |
| 30D | -19.9% | +13.1% | -33.1% | -21.3% |
| 3M | -31.6% | +36.3% | -68.0% | -35.0% |
| 6M | -13.9% | +34.5% | -48.4% | -18.1% |
| YTD | +74.3% | +57.4% | +16.9% | +61.5% |
| 1Y | +35.8% | +62.9% | -27.1% | +25.4% |
| 3Y | +268.6% | +229.5% | +39.1% | +243.3% |
| All | +199.6% | +210.7% | -11.0% | +188.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling