+162.2%
ARM vs XLB
+35.3%
+126.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.9% | -10.2% | -9.0% |
| 7D | -27.1% | -0.4% | -26.7% | -26.9% |
| 30D | -44.9% | +5.2% | -50.1% | -49.0% |
| 3M | -39.3% | -0.1% | -39.2% | -39.7% |
| 6M | -20.2% | +2.4% | -22.6% | -23.3% |
| YTD | +52.5% | +16.9% | +35.6% | +19.9% |
| 1Y | +4.1% | +25.0% | -21.0% | -27.0% |
| 3Y | +211.7% | +40.7% | +171.0% | +81.0% |
| All | +162.2% | +35.3% | +126.9% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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