+261.2%
ARM vs XLP
+45.0%
+216.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.4% | -8.6% | -3.6% |
| 7D | -18.7% | +5.9% | -24.6% | -16.2% |
| 30D | -36.7% | +13.5% | -50.1% | -33.0% |
| 3M | -31.6% | +8.4% | -40.0% | -28.5% |
| 6M | -5.6% | +11.5% | -17.2% | -1.0% |
| YTD | +75.5% | +20.6% | +54.8% | +80.9% |
| 1Y | +19.3% | +24.3% | -5.0% | +21.8% |
| All | +261.2% | +45.0% | +216.2% | +235.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling