+162.2%
ARM vs XLP
+38.2%
+124.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.8% | -12.3% | -13.4% |
| 7D | -27.1% | +3.5% | -30.6% | -26.0% |
| 30D | -44.9% | +11.6% | -56.4% | -42.7% |
| 3M | -39.3% | +7.6% | -46.9% | -37.3% |
| 6M | -20.2% | +10.0% | -30.2% | -17.5% |
| YTD | +52.5% | +19.7% | +32.8% | +53.2% |
| 1Y | +4.1% | +23.5% | -19.4% | +3.0% |
| 3Y | +211.7% | +44.0% | +167.7% | +155.6% |
| All | +162.2% | +38.2% | +124.0% | +142.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling