+11.9%
XLF vs ARM
+32.9%
-21.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.1% | -11.5% | +0.3% |
| 7D | -1.0% | +6.0% | -7.0% | -1.1% |
| 30D | +6.5% | -20.3% | +26.8% | +6.9% |
| 3M | +1.8% | -24.4% | +26.2% | +2.2% |
| 6M | +15.4% | -4.4% | +19.7% | +12.3% |
| YTD | +8.4% | +86.0% | -77.7% | -1.5% |
| 1Y | +11.9% | +35.8% | -23.9% | +4.2% |
| All | +11.9% | +32.9% | -21.0% | +4.2% |
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