+87.7%
ARM vs XBI
+69.6%
+18.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +2.5% |
| 7D | +12.5% | -3.6% | +16.1% | +16.3% |
| 30D | -1.4% | +0.9% | -2.2% | -3.3% |
| 3M | -18.7% | +21.4% | -40.1% | -34.2% |
| 6M | +124.6% | +25.5% | +99.1% | +75.1% |
| YTD | +141.7% | +30.8% | +110.9% | +83.8% |
| 1Y | +87.7% | +68.6% | +19.1% | +32.8% |
| All | +87.7% | +69.6% | +18.1% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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