+193.0%
ARM vs XLC
+64.1%
+128.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.5% | +4.2% | +3.0% |
| 7D | -5.3% | +7.1% | -12.4% | -14.8% |
| 30D | -30.0% | -2.7% | -27.3% | -26.9% |
| 3M | -34.1% | -3.2% | -30.9% | -31.4% |
| 6M | -12.6% | -7.7% | -5.0% | -2.8% |
| YTD | +70.4% | -8.0% | +78.4% | +89.9% |
| 1Y | +22.3% | -3.1% | +25.3% | +23.3% |
| 3Y | +261.2% | +64.9% | +196.3% | +46.5% |
| All | +193.0% | +64.1% | +128.9% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling