+293.4%
ARM vs XYL
+0.5%
+292.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +1.2% |
| YTD | +86.0% | -29.4% | +115.4% | +128.5% |
| 1Y | +35.8% | -35.6% | +71.4% | +80.5% |
| All | +293.4% | +0.5% | +292.9% | +312.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling