+296.4%
ARM vs EXPD
+63.8%
+232.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.9% | +3.0% | +3.6% |
| 7D | +5.5% | -1.1% | +6.6% | +5.9% |
| 30D | -8.2% | +4.1% | -12.3% | -9.6% |
| 3M | -35.9% | +17.9% | -53.8% | -40.0% |
| 6M | +103.1% | +29.2% | +73.9% | +82.5% |
| YTD | +130.6% | +27.4% | +103.3% | +105.7% |
| 1Y | +86.1% | +56.8% | +29.2% | +47.4% |
| All | +296.4% | +63.8% | +232.6% | +189.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling