+296.4%
ARM vs EXPE
+180.5%
+115.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.7% | +5.6% | +4.4% |
| 7D | +5.5% | -9.5% | +15.0% | +8.7% |
| 30D | -8.2% | -6.6% | -1.6% | -6.7% |
| 3M | -35.9% | +31.4% | -67.3% | -42.7% |
| 6M | +103.1% | +35.2% | +67.9% | +77.1% |
| YTD | +130.6% | +5.8% | +124.8% | +118.9% |
| 1Y | +86.1% | +38.7% | +47.4% | +53.2% |
| All | +296.4% | +180.5% | +115.9% | +143.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling