+311.3%
ARM vs XBI
+107.3%
+203.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.9% | +4.9% |
| 7D | +11.4% | -0.9% | +12.3% | +12.2% |
| 30D | -7.4% | +2.9% | -10.3% | -10.9% |
| 3M | -24.5% | +26.2% | -50.7% | -40.7% |
| 6M | +128.7% | +30.7% | +97.9% | +75.6% |
| YTD | +139.3% | +32.9% | +106.3% | +80.4% |
| 1Y | +88.0% | +72.3% | +15.7% | +9.6% |
| All | +311.3% | +107.3% | +203.9% | +95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling