+185.4%
ARM vs XRT
+54.8%
+130.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.2% |
| 7D | -10.4% | +4.1% | -14.5% | -14.4% |
| 30D | -31.8% | +9.9% | -41.8% | -39.4% |
| 3M | -32.2% | +2.3% | -34.5% | -34.9% |
| 6M | -14.9% | +9.6% | -24.5% | -26.0% |
| YTD | +66.0% | +9.1% | +56.9% | +45.6% |
| 1Y | +17.2% | +16.2% | +1.0% | -5.7% |
| 3Y | +247.2% | +60.1% | +187.1% | +84.7% |
| All | +185.4% | +54.8% | +130.6% | +67.8% |
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