+43.4%
XLK vs ARM
+92.2%
-48.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.2% | -0.2% |
| 7D | +0.9% | +5.5% | -4.6% | -0.4% |
| 30D | +0.7% | -8.2% | +8.9% | +2.5% |
| 3M | -2.9% | -35.9% | +33.0% | +5.3% |
| 6M | +34.3% | +103.1% | -68.9% | +11.2% |
| YTD | +30.4% | +130.6% | -100.2% | +4.4% |
| 1Y | +43.4% | +86.1% | -42.7% | +25.4% |
| All | +43.4% | +92.2% | -48.9% | +25.4% |
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