+19.3%
ARM vs XLI
+12.2%
+7.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.1% | -4.2% | -3.1% |
| 7D | -18.7% | +0.6% | -19.3% | -19.5% |
| 30D | -36.7% | -0.4% | -36.3% | -36.0% |
| 3M | -31.6% | -8.8% | -22.8% | -18.0% |
| 6M | -5.6% | -0.4% | -5.3% | -0.2% |
| YTD | +75.5% | +10.1% | +65.3% | +62.2% |
| 1Y | +19.3% | +12.3% | +7.0% | +8.2% |
| All | +19.3% | +12.2% | +7.1% | +8.2% |
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