+219.8%
ARM vs XLC
+66.0%
+153.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.8% | +11.3% | +10.9% |
| 7D | +6.0% | +3.5% | +2.6% | +1.1% |
| 30D | -20.3% | -2.6% | -17.8% | -16.9% |
| 3M | -24.4% | -2.1% | -22.3% | -22.6% |
| 6M | -4.4% | -5.5% | +1.1% | +2.5% |
| YTD | +86.0% | -6.9% | +92.9% | +103.9% |
| 1Y | +35.8% | -3.7% | +39.5% | +39.6% |
| 3Y | +289.1% | +64.2% | +224.9% | +58.8% |
| All | +219.8% | +66.0% | +153.8% | +32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling