+296.4%
ARM vs XYL
+14.6%
+281.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.0% | +6.0% | +5.4% |
| 7D | +5.5% | -5.0% | +10.5% | +9.5% |
| 30D | -8.2% | -13.2% | +5.0% | +1.9% |
| 3M | -35.9% | -3.7% | -32.2% | -35.7% |
| 6M | +103.1% | -17.7% | +120.8% | +132.7% |
| YTD | +130.6% | -21.5% | +152.1% | +171.3% |
| 1Y | +86.1% | -24.5% | +110.6% | +125.7% |
| All | +296.4% | +14.6% | +281.9% | +248.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling