+199.6%
ARM vs XLC
+66.1%
+133.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.7% | -6.2% |
| 7D | +9.1% | +3.7% | +5.4% | +3.4% |
| 30D | -19.9% | -1.9% | -18.0% | -17.5% |
| 3M | -31.6% | -3.1% | -28.5% | -28.8% |
| 6M | -13.9% | -6.4% | -7.5% | -6.2% |
| YTD | +74.3% | -6.8% | +81.1% | +90.7% |
| 1Y | +35.8% | -1.7% | +37.5% | +34.0% |
| 3Y | +268.6% | +64.7% | +203.9% | +49.6% |
| All | +199.6% | +66.1% | +133.5% | +23.9% |
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