+296.4%
ARM vs XME
+127.9%
+168.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.7% |
| 7D | +5.5% | -0.1% | +5.6% | +5.4% |
| 30D | -8.2% | +6.0% | -14.2% | -14.3% |
| 3M | -35.9% | -7.7% | -28.2% | -30.3% |
| 6M | +103.1% | +1.0% | +102.2% | +104.0% |
| YTD | +130.6% | +14.6% | +116.0% | +99.8% |
| 1Y | +86.1% | +46.0% | +40.1% | +22.2% |
| All | +296.4% | +127.9% | +168.6% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling