+193.0%
ARM vs XLI
+68.0%
+124.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.8% | +2.9% | -0.9% |
| 7D | -5.3% | -0.5% | -4.8% | -3.6% |
| 30D | -30.0% | -0.2% | -29.8% | -28.9% |
| 3M | -34.1% | -8.6% | -25.5% | -20.1% |
| 6M | -12.6% | -2.0% | -10.7% | -6.0% |
| YTD | +70.4% | +9.7% | +60.7% | +48.9% |
| 1Y | +22.3% | +11.4% | +10.9% | +3.5% |
| 3Y | +261.2% | +74.2% | +187.0% | +28.8% |
| All | +193.0% | +68.0% | +124.9% | +12.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling