+214.2%
ARM vs XLB
+35.3%
+178.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | 0.0% |
| 7D | +19.8% | 0.0% | +19.8% | +19.9% |
| 30D | -21.8% | +5.3% | -27.0% | -27.6% |
| 3M | -26.5% | 0.0% | -26.5% | -26.9% |
| 6M | -3.9% | +1.2% | -5.1% | -6.5% |
| YTD | +82.8% | +16.9% | +65.9% | +43.8% |
| 1Y | +34.3% | +20.9% | +13.4% | -0.2% |
| 3Y | +282.2% | +43.3% | +238.9% | +115.8% |
| All | +214.2% | +35.3% | +178.9% | +103.9% |
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