+296.4%
ARM vs XLRE
+33.1%
+263.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.4% |
| 7D | +5.5% | -1.2% | +6.7% | +6.3% |
| 30D | -8.2% | -2.8% | -5.4% | -6.4% |
| 3M | -35.9% | -0.2% | -35.7% | -36.9% |
| 6M | +103.1% | +1.9% | +101.2% | +96.1% |
| YTD | +130.6% | +10.6% | +120.1% | +106.4% |
| 1Y | +86.1% | +8.8% | +77.2% | +68.6% |
| All | +296.4% | +33.1% | +263.4% | +185.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 all: compounded portfolio wealth divided by compounded XLRE 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…
all analysis · Full analysis span regression · 6 months rolling