+86.1%
ARM vs EXPD
+57.8%
+28.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.9% | +3.0% | +3.8% |
| 7D | +5.5% | -1.1% | +6.6% | +5.6% |
| 30D | -8.2% | +4.1% | -12.3% | -8.6% |
| 3M | -35.9% | +17.9% | -53.8% | -36.7% |
| 6M | +103.1% | +29.2% | +73.9% | +98.7% |
| YTD | +130.6% | +27.4% | +103.3% | +126.4% |
| 1Y | +86.1% | +56.8% | +29.2% | +85.0% |
| All | +86.1% | +57.8% | +28.2% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling