+214.2%
ARM vs XYL
+1.9%
+212.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.6% | -1.1% |
| 7D | +19.8% | -6.0% | +25.8% | +24.0% |
| 30D | -21.8% | -8.3% | -13.5% | -19.8% |
| 3M | -26.5% | -22.6% | -3.9% | -14.4% |
| 6M | -3.9% | -15.0% | +11.1% | +2.0% |
| YTD | +82.8% | -30.2% | +112.9% | +126.1% |
| 1Y | +34.3% | -36.4% | +70.7% | +79.6% |
| 3Y | +282.2% | -0.9% | +283.1% | +244.3% |
| All | +214.2% | +1.9% | +212.3% | +190.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling