-20.7%
ARM vs XE
-62.9%
+42.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +7.0% | -0.3% | +3.8% |
| 7D | -5.3% | +7.6% | -12.9% | -8.2% |
| 30D | -30.0% | -18.6% | -11.4% | -24.4% |
| 3M | -34.1% | -50.7% | +16.7% | -15.7% |
| 6M | -12.6% | -63.0% | +50.4% | +15.3% |
| All | -20.7% | -62.9% | +42.3% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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