+296.4%
ARM vs XRT
+46.4%
+250.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.0% | +2.9% | +2.7% |
| 7D | +5.5% | +0.8% | +4.6% | +4.5% |
| 30D | -8.2% | -4.2% | -4.0% | -3.8% |
| 3M | -35.9% | +5.1% | -41.0% | -40.8% |
| 6M | +103.1% | +2.4% | +100.7% | +95.1% |
| YTD | +130.6% | +3.2% | +127.4% | +118.5% |
| 1Y | +86.1% | +1.5% | +84.5% | +79.1% |
| All | +296.4% | +46.4% | +250.1% | +151.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling