+214.0%
ARM vs XLP
+43.9%
+170.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.8% | -12.3% | -13.4% |
| 7D | -27.1% | +3.5% | -30.6% | -25.7% |
| 30D | -44.9% | +11.6% | -56.4% | -42.1% |
| 3M | -39.3% | +7.6% | -46.9% | -36.7% |
| 6M | -20.2% | +10.0% | -30.2% | -16.5% |
| YTD | +52.5% | +19.7% | +32.8% | +56.6% |
| 1Y | +4.1% | +23.5% | -19.4% | +5.7% |
| All | +214.0% | +43.9% | +170.0% | +190.1% |
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