+53.1%
XOM vs ARM
+223.5%
-170.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | -0.2% |
| 7D | -7.3% | -10.4% | +3.1% | -7.4% |
| 30D | -2.6% | -31.8% | +29.2% | -2.9% |
| 3M | +3.6% | -32.2% | +35.8% | +3.3% |
| 6M | +15.3% | -14.9% | +30.2% | +14.3% |
| YTD | +39.4% | +66.0% | -26.6% | +35.5% |
| 1Y | +43.2% | +17.2% | +25.9% | +40.7% |
| 3Y | +74.9% | +247.2% | -172.3% | +62.3% |
| All | +53.1% | +223.5% | -170.4% | +42.2% |
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 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