+47.8%
XOM vs ARM
+29.6%
+18.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +0.1% |
| 7D | +2.8% | +9.1% | -6.3% | +3.6% |
| 30D | -3.6% | -19.9% | +16.3% | -5.3% |
| 3M | +8.2% | -31.6% | +39.9% | +5.4% |
| 6M | +14.0% | -13.9% | +27.9% | +15.7% |
| YTD | +44.6% | +74.3% | -29.7% | +52.1% |
| 1Y | +47.8% | +35.8% | +12.0% | +58.4% |
| All | +47.8% | +29.6% | +18.2% | +58.4% |
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 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