+296.4%
ARM vs EXEL
+165.7%
+130.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +3.9% |
| 7D | +5.5% | +8.4% | -2.9% | +4.0% |
| 30D | -8.2% | +4.1% | -12.3% | -9.0% |
| 3M | -35.9% | +12.4% | -48.3% | -37.4% |
| 6M | +103.1% | +41.5% | +61.6% | +91.7% |
| YTD | +130.6% | +34.6% | +96.0% | +118.7% |
| 1Y | +86.1% | +57.9% | +28.2% | +73.5% |
| All | +296.4% | +165.7% | +130.7% | +290.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling