+11.2%
XLF vs ARM
+17.6%
-6.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.7% | -5.2% | +1.3% |
| 7D | +0.7% | -5.3% | +6.1% | +0.8% |
| 30D | +6.0% | -30.0% | +36.0% | +6.6% |
| 3M | +1.0% | -34.1% | +35.1% | +1.7% |
| 6M | +14.0% | -12.6% | +26.6% | +11.3% |
| YTD | +7.2% | +70.4% | -63.3% | -2.1% |
| All | +11.2% | +17.6% | -6.4% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling