+199.6%
ARM vs XYZ
+54.9%
+144.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.8% | -7.5% | -5.9% |
| 7D | +9.1% | -1.1% | +10.2% | +9.6% |
| 30D | -19.9% | +11.5% | -31.5% | -24.5% |
| 3M | -31.6% | +1.8% | -33.4% | -32.9% |
| 6M | -13.9% | +21.2% | -35.1% | -22.6% |
| YTD | +74.3% | +29.9% | +44.4% | +49.1% |
| 1Y | +35.8% | +35.8% | 0.0% | +12.9% |
| 3Y | +268.6% | +62.6% | +206.0% | +140.7% |
| All | +199.6% | +54.9% | +144.7% | +108.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling