+48.5%
XOM vs ARM
+349.4%
-300.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.6% | -1.7% |
| 7D | +1.8% | +5.5% | -3.7% | +1.8% |
| 30D | +5.9% | -8.2% | +14.0% | +5.8% |
| 3M | +5.6% | -35.9% | +41.5% | +5.8% |
| 6M | +7.9% | +103.1% | -95.3% | +5.6% |
| YTD | +35.2% | +130.6% | -95.4% | +31.7% |
| 1Y | +46.0% | +86.1% | -40.1% | +43.1% |
| All | +48.5% | +349.4% | -300.9% | +38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling