+174.6%
ARM vs XLI
+61.9%
+112.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.5% |
| 7D | -15.2% | -2.8% | -12.4% | -9.7% |
| 30D | -40.7% | -3.1% | -37.6% | -36.2% |
| 3M | -39.1% | -11.7% | -27.4% | -20.9% |
| 6M | -26.4% | -7.6% | -18.9% | -11.1% |
| YTD | +59.7% | +5.7% | +54.0% | +50.2% |
| 1Y | +10.3% | +7.8% | +2.5% | -0.4% |
| 3Y | +228.9% | +67.4% | +161.5% | +26.8% |
| All | +174.6% | +61.9% | +112.7% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling