+299.7%
ARM vs XLY
+32.1%
+267.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.1% |
| 7D | +4.8% | -3.9% | +8.6% | +11.1% |
| 30D | -5.5% | -6.1% | +0.6% | +3.6% |
| 3M | -17.3% | -1.2% | -16.2% | -16.9% |
| 6M | +110.9% | -1.8% | +112.6% | +116.1% |
| YTD | +132.5% | -5.9% | +138.4% | +153.8% |
| 1Y | +64.9% | -3.1% | +68.0% | +71.1% |
| All | +299.7% | +32.1% | +267.6% | +143.9% |
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