-20.2%
ARM vs XLC
-9.8%
-10.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.6% | -12.5% | -12.9% |
| 7D | -27.1% | +3.1% | -30.2% | -27.8% |
| 30D | -44.9% | -6.5% | -38.3% | -43.2% |
| 3M | -39.3% | -5.6% | -33.7% | -37.8% |
| 6M | -20.2% | -9.2% | -10.9% | -2.5% |
| All | -20.2% | -9.8% | -10.4% | -2.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling