+199.6%
ARM vs XYL
+2.1%
+197.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.7% |
| 7D | +9.1% | -3.7% | +12.8% | +11.4% |
| 30D | -19.9% | -8.3% | -11.6% | -17.9% |
| 3M | -31.6% | -21.4% | -10.2% | -21.1% |
| 6M | -13.9% | -12.9% | -0.9% | -10.2% |
| YTD | +74.3% | -30.1% | +104.4% | +115.4% |
| 1Y | +35.8% | -35.2% | +70.9% | +78.6% |
| 3Y | +268.6% | -0.8% | +269.4% | +231.8% |
| All | +199.6% | +2.1% | +197.5% | +176.8% |
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 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