+86.1%
ARM vs XLY
-0.5%
+86.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.2% | +5.5% |
| 7D | +5.5% | -2.0% | +7.4% | +7.9% |
| 30D | -8.2% | -3.1% | -5.0% | -5.0% |
| 3M | -35.9% | -1.8% | -34.1% | -34.5% |
| 6M | +103.1% | -0.9% | +104.0% | +101.7% |
| YTD | +130.6% | -3.4% | +134.0% | +133.0% |
| 1Y | +86.1% | -1.5% | +87.6% | +83.6% |
| All | +86.1% | -0.5% | +86.6% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 1y: compounded portfolio wealth divided by compounded XLY 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…
1y analysis · Full analysis span regression · 6 months rolling