+75.0%
XLF vs ARM
+256.1%
-181.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.0% | -0.6% |
| 7D | +1.2% | +19.8% | -18.6% | +0.3% |
| 30D | +6.2% | -21.8% | +28.0% | +7.3% |
| 3M | +0.9% | -26.5% | +27.4% | +2.0% |
| 6M | +13.6% | -3.9% | +17.6% | +11.6% |
| YTD | +7.6% | +82.8% | -75.2% | +0.4% |
| 1Y | +10.2% | +34.3% | -24.1% | +4.9% |
| 3Y | +79.8% | +282.2% | -202.4% | +53.5% |
| All | +75.0% | +256.1% | -181.2% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 10y: compounded portfolio wealth divided by compounded ARM 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…
10y analysis · Full analysis span regression · 6 months rolling