+88.0%
ARM vs XLI
+16.9%
+71.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +4.6% |
| 7D | +11.4% | +1.0% | +10.4% | +9.4% |
| 30D | -7.4% | -5.8% | -1.6% | +3.6% |
| 3M | -24.5% | +0.7% | -25.2% | -23.9% |
| 6M | +128.7% | +3.2% | +125.5% | +121.8% |
| YTD | +139.3% | +13.0% | +126.2% | +103.8% |
| 1Y | +88.0% | +16.8% | +71.2% | +55.4% |
| All | +88.0% | +16.9% | +71.1% | +55.4% |
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