+71.8%
XLF vs ARM
+211.3%
-139.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.7% | -5.3% | -0.8% |
| 7D | +1.2% | -15.2% | +16.4% | +1.9% |
| 30D | +6.3% | -40.7% | +47.0% | +9.0% |
| 3M | -0.8% | -39.1% | +38.3% | +1.4% |
| 6M | +11.0% | -26.4% | +37.5% | +10.8% |
| YTD | +5.6% | +59.7% | -54.1% | -0.7% |
| 1Y | +10.8% | +10.3% | +0.4% | +6.7% |
| 3Y | +77.8% | +228.9% | -151.1% | +53.1% |
| All | +71.8% | +211.3% | -139.5% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling