+185.4%
ARM vs XYL
+5.0%
+180.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.1% | -1.2% |
| 7D | -10.4% | +0.6% | -11.0% | -10.9% |
| 30D | -31.8% | -5.7% | -26.1% | -31.1% |
| 3M | -32.2% | -19.8% | -12.5% | -22.6% |
| 6M | -14.9% | -14.2% | -0.7% | -9.6% |
| YTD | +66.0% | -28.1% | +94.1% | +102.2% |
| 1Y | +17.2% | -35.0% | +52.2% | +55.4% |
| 3Y | +247.2% | +2.1% | +245.1% | +207.9% |
| All | +185.4% | +5.0% | +180.4% | +159.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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