+228.9%
ARM vs XME
+84.7%
+144.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.4% | +1.4% | +1.3% |
| 7D | -15.2% | -4.5% | -10.8% | -10.7% |
| 30D | -40.7% | -10.9% | -29.8% | -32.7% |
| 3M | -39.1% | -15.3% | -23.8% | -27.8% |
| 6M | -26.4% | -24.6% | -1.8% | -0.3% |
| YTD | +59.7% | -9.6% | +69.4% | +78.6% |
| 1Y | +10.3% | +2.9% | +7.4% | +7.0% |
| 3Y | +228.9% | +86.9% | +141.9% | +68.5% |
| All | +228.9% | +84.7% | +144.2% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling