+35.8%
ARM vs EXR
+26.8%
+9.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.2% | +11.9% | +12.1% |
| 7D | +6.0% | -1.1% | +7.2% | +5.7% |
| 30D | -20.3% | +18.8% | -39.1% | -17.1% |
| 3M | -24.4% | +9.9% | -34.3% | -22.7% |
| 6M | -4.4% | +12.6% | -17.0% | -3.3% |
| YTD | +86.0% | +26.5% | +59.5% | +88.7% |
| 1Y | +35.8% | +24.5% | +11.3% | +38.1% |
| All | +35.8% | +26.8% | +9.0% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling