+228.9%
ARM vs XYZ
+73.8%
+155.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +4.0% |
| 7D | -15.2% | +12.1% | -27.4% | -20.0% |
| 30D | -40.7% | +12.4% | -53.1% | -44.2% |
| 3M | -39.1% | +8.2% | -47.3% | -41.8% |
| 6M | -26.4% | +20.7% | -47.1% | -33.7% |
| YTD | +59.7% | +31.3% | +28.4% | +36.6% |
| 1Y | +10.3% | +20.5% | -10.2% | -2.0% |
| 3Y | +228.9% | +72.6% | +156.2% | +101.9% |
| All | +228.9% | +73.8% | +155.1% | +101.9% |
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