+43.2%
XOM vs ARM
+14.5%
+28.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | -0.4% |
| 7D | -7.3% | -10.4% | +3.1% | -8.1% |
| 30D | -2.6% | -31.8% | +29.2% | -5.6% |
| 3M | +3.6% | -32.2% | +35.8% | +0.8% |
| 6M | +15.3% | -14.9% | +30.2% | +16.7% |
| YTD | +39.4% | +66.0% | -26.6% | +46.3% |
| 1Y | +43.2% | +17.2% | +25.9% | +50.3% |
| All | +43.2% | +14.5% | +28.6% | +50.3% |
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