+199.6%
ARM vs XLY
+41.9%
+157.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.0% |
| 7D | +9.1% | +2.0% | +7.1% | +5.9% |
| 30D | -19.9% | +7.6% | -27.6% | -28.7% |
| 3M | -31.6% | +1.5% | -33.1% | -33.4% |
| 6M | -13.9% | +1.5% | -15.4% | -16.4% |
| YTD | +74.3% | +1.1% | +73.2% | +70.8% |
| 1Y | +35.8% | +4.3% | +31.5% | +25.8% |
| 3Y | +268.6% | +51.8% | +216.8% | +77.1% |
| All | +199.6% | +41.9% | +157.7% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling