+174.6%
ARM vs XLC
+60.2%
+114.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.4% | +4.3% | +4.1% |
| 7D | -15.2% | +4.9% | -20.1% | -21.4% |
| 30D | -40.7% | -5.8% | -34.9% | -35.1% |
| 3M | -39.1% | -5.4% | -33.7% | -34.5% |
| 6M | -26.4% | -10.2% | -16.2% | -14.6% |
| YTD | +59.7% | -10.2% | +69.9% | +84.4% |
| 1Y | +10.3% | -5.6% | +16.0% | +15.8% |
| 3Y | +228.9% | +61.0% | +167.9% | +38.1% |
| All | +174.6% | +60.2% | +114.4% | +19.8% |
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