+10.3%
ARM vs XYL
-34.3%
+44.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.2% | +7.0% | +5.3% |
| 7D | -15.2% | +5.9% | -21.1% | -16.7% |
| 30D | -40.7% | -3.9% | -36.8% | -40.8% |
| 3M | -39.1% | -18.7% | -20.4% | -33.1% |
| 6M | -26.4% | -16.9% | -9.5% | -21.7% |
| YTD | +59.7% | -27.4% | +87.1% | +76.0% |
| 1Y | +10.3% | -34.0% | +44.4% | +28.0% |
| All | +10.3% | -34.3% | +44.7% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling