+174.6%
ARM vs XYL
+6.0%
+168.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.2% | +7.0% | +6.0% |
| 7D | -15.2% | +5.9% | -21.1% | -18.5% |
| 30D | -40.7% | -3.9% | -36.8% | -40.8% |
| 3M | -39.1% | -18.7% | -20.4% | -31.1% |
| 6M | -26.4% | -16.9% | -9.5% | -19.4% |
| YTD | +59.7% | -27.4% | +87.1% | +93.3% |
| 1Y | +10.3% | -34.0% | +44.4% | +44.7% |
| 3Y | +228.9% | +5.6% | +223.3% | +184.7% |
| All | +174.6% | +6.0% | +168.6% | +148.4% |
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