+19.3%
ARM vs XLC
-5.6%
+24.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.5% | -8.7% | -7.1% |
| 7D | -18.7% | +1.8% | -20.5% | -19.4% |
| 30D | -36.7% | -6.0% | -30.7% | -34.2% |
| 3M | -31.6% | -6.0% | -25.6% | -29.3% |
| 6M | -5.6% | -9.1% | +3.4% | +2.7% |
| YTD | +75.5% | -10.0% | +85.5% | +85.6% |
| 1Y | +19.3% | -5.8% | +25.1% | +20.3% |
| All | +19.3% | -5.6% | +24.9% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 1y: compounded portfolio wealth divided by compounded XLC 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…
1y analysis · Full analysis span regression · 6 months rolling