+71.6%
XLF vs ARM
+366.2%
-294.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.7% | -5.1% | -1.6% |
| 7D | +0.2% | +11.4% | -11.2% | -0.4% |
| 30D | -0.5% | -7.4% | +6.9% | -0.2% |
| 3M | +10.6% | -24.5% | +35.1% | +11.7% |
| 6M | +14.3% | +128.7% | -114.4% | +6.0% |
| YTD | +5.5% | +139.3% | -133.7% | -2.5% |
| 1Y | +9.6% | +88.0% | -78.4% | +2.7% |
| All | +71.6% | +366.2% | -294.6% | +48.3% |
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