+50.5%
XOM vs ARM
+88.5%
-38.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | +1.0% |
| 7D | -2.4% | +11.4% | -13.7% | -1.6% |
| 30D | +5.7% | -7.4% | +13.1% | +5.2% |
| 3M | +6.6% | -24.5% | +31.1% | +5.3% |
| 6M | +7.7% | +128.7% | -121.0% | +12.4% |
| YTD | +36.2% | +139.3% | -103.1% | +41.8% |
| 1Y | +50.5% | +88.0% | -37.5% | +58.0% |
| All | +50.5% | +88.5% | -38.1% | +58.0% |
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