+174.6%
ARM vs EXPE
+144.0%
+30.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.9% | +9.6% | +6.1% |
| 7D | -15.2% | -9.3% | -5.9% | -13.1% |
| 30D | -40.7% | +0.1% | -40.8% | -41.3% |
| 3M | -39.1% | -15.3% | -23.8% | -37.2% |
| 6M | -26.4% | +5.5% | -31.9% | -30.6% |
| YTD | +59.7% | -8.0% | +67.7% | +55.9% |
| 1Y | +10.3% | +18.9% | -8.5% | -5.6% |
| 3Y | +228.9% | +135.5% | +93.3% | +95.4% |
| All | +174.6% | +144.0% | +30.6% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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