+86.1%
ARM vs XLP
+7.6%
+78.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +2.9% |
| 7D | +5.5% | -1.0% | +6.5% | +4.2% |
| 30D | -8.2% | -0.9% | -7.3% | -8.9% |
| 3M | -35.9% | +3.8% | -39.7% | -32.6% |
| 6M | +103.1% | -1.7% | +104.9% | +105.8% |
| YTD | +130.6% | +10.3% | +120.4% | +163.6% |
| 1Y | +86.1% | +7.8% | +78.3% | +114.7% |
| All | +86.1% | +7.6% | +78.4% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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