+174.6%
ARM vs EXR
+45.2%
+129.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.3% | +4.9% |
| 7D | -15.2% | +5.2% | -20.4% | -16.7% |
| 30D | -40.7% | +20.9% | -61.6% | -44.7% |
| 3M | -39.1% | +7.7% | -46.8% | -40.8% |
| 6M | -26.4% | +13.2% | -39.6% | -30.8% |
| YTD | +59.7% | +26.5% | +33.3% | +41.7% |
| 1Y | +10.3% | +27.2% | -16.9% | -2.7% |
| 3Y | +228.9% | +71.5% | +157.3% | +159.0% |
| All | +174.6% | +45.2% | +129.4% | +127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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