+35.8%
ARM vs XLI
+10.6%
+25.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -3.8% |
| 7D | +9.1% | +3.8% | +5.4% | +1.6% |
| 30D | -19.9% | +1.0% | -21.0% | -20.4% |
| 3M | -31.6% | -8.9% | -22.7% | -16.9% |
| 6M | -13.9% | -2.3% | -11.6% | -5.7% |
| YTD | +74.3% | +9.7% | +64.6% | +66.8% |
| 1Y | +35.8% | +12.3% | +23.5% | +28.9% |
| All | +35.8% | +10.6% | +25.2% | +28.9% |
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