+214.0%
ARM vs EXR
+70.9%
+143.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.6% | -12.5% | -12.9% |
| 7D | -27.1% | +6.8% | -33.9% | -28.7% |
| 30D | -44.9% | +19.6% | -64.5% | -48.3% |
| 3M | -39.3% | +8.0% | -47.3% | -40.9% |
| 6M | -20.2% | +17.2% | -37.3% | -25.7% |
| YTD | +52.5% | +27.2% | +25.3% | +35.7% |
| 1Y | +4.1% | +26.1% | -22.0% | -7.3% |
| All | +214.0% | +70.9% | +143.1% | +172.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling