+219.8%
ARM vs XRT
+54.7%
+165.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.1% | +12.1% | +12.1% |
| 7D | +6.0% | -1.4% | +7.5% | +8.1% |
| 30D | -20.3% | +9.8% | -30.1% | -29.1% |
| 3M | -24.4% | +3.3% | -27.7% | -28.2% |
| 6M | -4.4% | +13.6% | -18.0% | -20.4% |
| YTD | +86.0% | +9.1% | +77.0% | +63.2% |
| 1Y | +35.8% | +15.1% | +20.7% | +10.8% |
| 3Y | +289.1% | +59.9% | +229.1% | +107.1% |
| All | +219.8% | +54.7% | +165.1% | +88.2% |
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