+219.8%
ARM vs XME
+86.9%
+132.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.7% | +11.4% | +11.4% |
| 7D | +6.0% | +1.5% | +4.5% | +5.1% |
| 30D | -20.3% | -7.3% | -13.1% | -13.0% |
| 3M | -24.4% | -17.4% | -7.0% | -7.4% |
| 6M | -4.4% | -21.8% | +17.5% | +25.1% |
| YTD | +86.0% | -6.0% | +92.0% | +99.8% |
| 1Y | +35.8% | +3.8% | +32.0% | +30.7% |
| 3Y | +289.1% | +100.0% | +189.0% | +70.7% |
| All | +219.8% | +86.9% | +132.9% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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