+296.4%
ARM vs XLC
+70.7%
+225.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +5.8% |
| 7D | +5.5% | -0.8% | +6.3% | +6.7% |
| 30D | -8.2% | +1.0% | -9.2% | -10.2% |
| 3M | -35.9% | -0.7% | -35.2% | -36.4% |
| 6M | +103.1% | -5.1% | +108.3% | +118.9% |
| YTD | +130.6% | -4.3% | +134.9% | +142.9% |
| 1Y | +86.1% | -0.6% | +86.6% | +81.5% |
| All | +296.4% | +70.7% | +225.8% | +57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling