+174.6%
ARM vs XLP
+36.4%
+138.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.3% | +6.0% | +4.2% |
| 7D | -15.2% | +0.7% | -16.0% | -14.8% |
| 30D | -40.7% | +10.3% | -50.9% | -38.6% |
| 3M | -39.1% | +6.5% | -45.6% | -37.4% |
| 6M | -26.4% | +8.4% | -34.8% | -24.3% |
| YTD | +59.7% | +18.2% | +41.6% | +59.7% |
| 1Y | +10.3% | +22.4% | -12.1% | +8.5% |
| 3Y | +228.9% | +41.9% | +187.0% | +169.0% |
| All | +174.6% | +36.4% | +138.2% | +152.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling