+35.8%
ARM vs XYZ
+29.4%
+6.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.8% | -7.5% | -5.5% |
| 7D | +9.1% | -1.1% | +10.2% | +9.5% |
| 30D | -19.9% | +11.5% | -31.5% | -22.7% |
| 3M | -31.6% | +1.8% | -33.4% | -31.9% |
| 6M | -13.9% | +21.2% | -35.1% | -19.7% |
| YTD | +74.3% | +29.9% | +44.4% | +58.5% |
| 1Y | +35.8% | +35.8% | 0.0% | +23.3% |
| All | +35.8% | +29.4% | +6.4% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling