+199.6%
ARM vs XME
+80.2%
+119.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -3.0% |
| 7D | +9.1% | +0.3% | +8.8% | +9.0% |
| 30D | -19.9% | -6.1% | -13.8% | -13.6% |
| 3M | -31.6% | -18.6% | -13.0% | -14.8% |
| 6M | -13.9% | -23.9% | +10.0% | +16.0% |
| YTD | +74.3% | -9.3% | +83.6% | +94.6% |
| 1Y | +35.8% | +1.8% | +34.0% | +33.4% |
| 3Y | +268.6% | +93.0% | +175.6% | +67.9% |
| All | +199.6% | +80.2% | +119.4% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling