+214.0%
ARM vs XRT
+52.2%
+161.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.8% | -10.2% | -10.0% |
| 7D | -27.1% | +2.3% | -29.4% | -29.2% |
| 30D | -44.9% | +9.8% | -54.7% | -51.0% |
| 3M | -39.3% | -0.2% | -39.1% | -40.1% |
| 6M | -20.2% | +8.4% | -28.5% | -29.5% |
| YTD | +52.5% | +7.5% | +45.0% | +36.1% |
| 1Y | +4.1% | +13.2% | -9.1% | -13.5% |
| All | +214.0% | +52.2% | +161.8% | +89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling