+81.6%
XLF vs ARM
+265.0%
-183.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +1.0% |
| 7D | +2.7% | +9.1% | -6.5% | +2.2% |
| 30D | +7.6% | -19.9% | +27.6% | +8.6% |
| 3M | +1.1% | -31.6% | +32.7% | +2.5% |
| 6M | +15.9% | -13.9% | +29.8% | +14.6% |
| YTD | +8.4% | +74.3% | -65.9% | +1.7% |
| 1Y | +12.5% | +35.8% | -23.3% | +7.1% |
| 3Y | +81.6% | +268.6% | -187.1% | +63.8% |
| All | +81.6% | +265.0% | -183.4% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling