-20.2%
ARM vs EXPE
+10.2%
-30.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -13.7% | +0.7% | -14.5% |
| 7D | -27.1% | -3.6% | -23.5% | -25.8% |
| 30D | -44.9% | +4.8% | -49.7% | -42.8% |
| 3M | -39.3% | -14.6% | -24.6% | -38.7% |
| 6M | -20.2% | +10.0% | -30.1% | -18.3% |
| All | -20.2% | +10.2% | -30.3% | -18.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling