+86.1%
ARM vs XLI
+18.3%
+67.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +3.2% |
| 7D | +5.5% | -1.1% | +6.5% | +7.6% |
| 30D | -8.2% | -5.9% | -2.2% | +3.0% |
| 3M | -35.9% | -0.3% | -35.7% | -34.2% |
| 6M | +103.1% | +0.1% | +103.0% | +104.7% |
| YTD | +130.6% | +13.6% | +117.0% | +95.2% |
| 1Y | +86.1% | +17.2% | +68.9% | +53.8% |
| All | +86.1% | +18.3% | +67.8% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 1y: compounded portfolio wealth divided by compounded XLI 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…
1y analysis · Full analysis span regression · 6 months rolling