+286.5%
ARM vs XYZ
+61.5%
+225.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.3% | 0.0% |
| 7D | +19.8% | -2.1% | +21.9% | +21.1% |
| 30D | -21.8% | +7.0% | -28.8% | -24.7% |
| 3M | -26.5% | +5.1% | -31.6% | -28.9% |
| 6M | -3.9% | +14.1% | -18.0% | -11.0% |
| YTD | +82.8% | +26.4% | +56.4% | +59.2% |
| 1Y | +34.3% | +25.1% | +9.2% | +17.0% |
| All | +286.5% | +61.5% | +225.0% | +188.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling