+219.8%
ARM vs XYL
+3.1%
+216.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -1.8% | +13.8% | +13.1% |
| 7D | +6.0% | -5.9% | +11.9% | +9.7% |
| 30D | -20.3% | -7.3% | -13.0% | -18.8% |
| 3M | -24.4% | -22.5% | -1.9% | -11.8% |
| 6M | -4.4% | -14.4% | +10.1% | +1.3% |
| YTD | +86.0% | -29.4% | +115.4% | +128.6% |
| 1Y | +35.8% | -35.6% | +71.4% | +80.4% |
| 3Y | +289.1% | +0.3% | +288.8% | +248.1% |
| All | +219.8% | +3.1% | +216.7% | +193.8% |
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