+296.4%
ARM vs EXR
+25.6%
+270.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +4.4% |
| 7D | +5.5% | -2.6% | +8.0% | +6.4% |
| 30D | -8.2% | -7.2% | -1.0% | -5.7% |
| 3M | -35.9% | -3.5% | -32.4% | -35.9% |
| 6M | +103.1% | -5.3% | +108.4% | +104.5% |
| YTD | +130.6% | +9.4% | +121.3% | +116.1% |
| 1Y | +86.1% | +1.3% | +84.8% | +80.6% |
| All | +296.4% | +25.6% | +270.9% | +246.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling