+19.3%
ARM vs XRT
+18.0%
+1.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.5% | -10.8% | -7.6% |
| 7D | -18.7% | +8.0% | -26.7% | -21.9% |
| 30D | -36.7% | +13.0% | -49.7% | -41.3% |
| 3M | -31.6% | +1.7% | -33.3% | -31.6% |
| 6M | -5.6% | +12.6% | -18.2% | -15.7% |
| YTD | +75.5% | +10.7% | +64.8% | +55.2% |
| 1Y | +19.3% | +18.4% | +0.9% | +6.0% |
| All | +19.3% | +18.0% | +1.4% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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