+214.2%
ARM vs XRT
+51.8%
+162.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | +0.1% | +0.2% |
| 7D | +19.8% | -0.4% | +20.3% | +20.4% |
| 30D | -21.8% | +7.5% | -29.3% | -28.8% |
| 3M | -26.5% | +2.3% | -28.9% | -29.7% |
| 6M | -3.9% | +12.8% | -16.7% | -19.6% |
| YTD | +82.8% | +7.1% | +75.7% | +63.6% |
| 1Y | +34.3% | +12.3% | +22.0% | +12.7% |
| 3Y | +282.2% | +57.0% | +225.2% | +107.6% |
| All | +214.2% | +51.8% | +162.3% | +88.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling