+174.6%
ARM vs XRT
+49.9%
+124.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.7% | +6.5% | +6.6% |
| 7D | -15.2% | +0.9% | -16.1% | -16.6% |
| 30D | -40.7% | +7.9% | -48.6% | -46.4% |
| 3M | -39.1% | -0.2% | -38.9% | -40.1% |
| 6M | -26.4% | +5.6% | -32.0% | -33.3% |
| YTD | +59.7% | +5.7% | +54.1% | +44.9% |
| 1Y | +10.3% | +14.6% | -4.2% | -10.4% |
| 3Y | +228.9% | +50.7% | +178.2% | +88.3% |
| All | +174.6% | +49.9% | +124.7% | +67.0% |
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 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