+247.2%
ARM vs XME
+99.4%
+147.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -0.5% |
| 7D | -10.4% | -0.2% | -10.2% | -9.7% |
| 30D | -31.8% | -9.2% | -22.7% | -24.0% |
| 3M | -32.2% | -17.8% | -14.5% | -16.8% |
| 6M | -14.9% | -20.0% | +5.1% | +8.7% |
| YTD | +66.0% | -6.6% | +72.6% | +79.5% |
| 1Y | +17.2% | +1.8% | +15.5% | +15.3% |
| 3Y | +247.2% | +98.7% | +148.5% | +66.8% |
| All | +247.2% | +99.4% | +147.8% | +66.8% |
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