+46.0%
XOM vs ARM
+92.2%
-46.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.6% | -1.4% |
| 7D | +1.8% | +5.5% | -3.7% | +2.2% |
| 30D | +5.9% | -8.2% | +14.0% | +5.3% |
| 3M | +5.6% | -35.9% | +41.5% | +3.4% |
| 6M | +7.9% | +103.1% | -95.3% | +12.8% |
| YTD | +35.2% | +130.6% | -95.4% | +40.8% |
| 1Y | +46.0% | +86.1% | -40.1% | +53.2% |
| All | +46.0% | +92.2% | -46.2% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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