+193.0%
ARM vs XRT
+55.4%
+137.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.7% | +3.0% | +2.7% |
| 7D | -5.3% | +2.5% | -7.8% | -8.1% |
| 30D | -30.0% | +10.3% | -40.4% | -38.1% |
| 3M | -34.1% | +2.4% | -36.4% | -36.7% |
| 6M | -12.6% | +10.0% | -22.6% | -24.3% |
| YTD | +70.4% | +9.5% | +60.9% | +48.8% |
| 1Y | +22.3% | +17.2% | +5.1% | -2.6% |
| 3Y | +261.2% | +62.0% | +199.2% | +89.2% |
| All | +193.0% | +55.4% | +137.6% | +71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling