+214.2%
ARM vs XLC
+64.4%
+149.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -0.3% |
| 7D | +19.8% | +3.1% | +16.7% | +14.8% |
| 30D | -21.8% | -4.2% | -17.6% | -16.2% |
| 3M | -26.5% | -2.1% | -24.4% | -24.7% |
| 6M | -3.9% | -6.6% | +2.7% | +5.0% |
| YTD | +82.8% | -7.8% | +90.6% | +103.3% |
| 1Y | +34.3% | -4.1% | +38.4% | +38.6% |
| 3Y | +282.2% | +62.6% | +219.6% | +58.3% |
| All | +214.2% | +64.4% | +149.8% | +32.1% |
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