+296.4%
ARM vs XBI
+109.8%
+186.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.3% | +4.3% |
| 7D | +5.5% | +0.9% | +4.6% | +4.5% |
| 30D | -8.2% | +7.1% | -15.2% | -15.0% |
| 3M | -35.9% | +22.9% | -58.8% | -48.1% |
| 6M | +103.1% | +29.7% | +73.4% | +57.1% |
| YTD | +130.6% | +34.5% | +96.1% | +72.0% |
| 1Y | +86.1% | +76.1% | +10.0% | +6.2% |
| All | +296.4% | +109.8% | +186.7% | +86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling