+103.1%
ARM vs XBI
+31.8%
+71.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.3% | +4.3% |
| 7D | +5.5% | +0.9% | +4.6% | +4.3% |
| 30D | -8.2% | +7.1% | -15.2% | -17.1% |
| 3M | -35.9% | +22.9% | -58.8% | -52.5% |
| 6M | +103.1% | +29.7% | +73.4% | +37.8% |
| All | +103.1% | +31.8% | +71.4% | +37.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling