+296.4%
ARM vs XLY
+35.6%
+260.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.2% | +6.0% |
| 7D | +5.5% | -2.0% | +7.4% | +8.7% |
| 30D | -8.2% | -3.1% | -5.0% | -4.2% |
| 3M | -35.9% | -1.8% | -34.1% | -34.5% |
| 6M | +103.1% | -0.9% | +104.0% | +105.8% |
| YTD | +130.6% | -3.4% | +134.0% | +142.1% |
| 1Y | +86.1% | -1.5% | +87.6% | +88.3% |
| All | +296.4% | +35.6% | +260.8% | +132.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling