+193.0%
ARM vs XYZ
+62.2%
+130.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.6% | +3.1% | +5.1% |
| 7D | -5.3% | +14.9% | -20.2% | -11.7% |
| 30D | -30.0% | +14.7% | -44.7% | -34.8% |
| 3M | -34.1% | +12.1% | -46.2% | -38.1% |
| 6M | -12.6% | +18.3% | -31.0% | -20.6% |
| YTD | +70.4% | +36.1% | +34.4% | +42.9% |
| 1Y | +22.3% | +35.3% | -13.0% | +2.3% |
| 3Y | +261.2% | +73.5% | +187.7% | +128.5% |
| All | +193.0% | +62.2% | +130.8% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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