+52.9%
XOM vs ARM
+371.0%
-318.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.2% |
| 7D | 0.0% | +12.5% | -12.5% | +0.1% |
| 30D | +3.4% | -1.4% | +4.8% | +3.5% |
| 3M | +11.0% | -18.7% | +29.7% | +11.0% |
| 6M | +10.6% | +124.6% | -114.0% | +8.2% |
| YTD | +39.2% | +141.7% | -102.5% | +35.7% |
| 1Y | +52.7% | +87.7% | -34.9% | +49.9% |
| All | +52.9% | +371.0% | -318.1% | +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