+53.4%
XOM vs ARM
+232.1%
-178.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.7% | -7.4% | -0.7% |
| 7D | -8.3% | -5.3% | -3.0% | -8.3% |
| 30D | -2.5% | -30.0% | +27.5% | -2.7% |
| 3M | +8.3% | -34.1% | +42.4% | +8.1% |
| 6M | +15.5% | -12.6% | +28.1% | +14.5% |
| YTD | +39.6% | +70.4% | -30.8% | +35.7% |
| 1Y | +44.6% | +22.3% | +22.3% | +42.1% |
| 3Y | +76.6% | +261.2% | -184.6% | +63.8% |
| All | +53.4% | +232.1% | -178.7% | +42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling