+20.7%
XLK vs ARM
+18.4%
+2.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.3% | +1.2% |
| 7D | -7.6% | -18.7% | +11.1% | -3.1% |
| 30D | -12.2% | -36.7% | +24.5% | -2.9% |
| 3M | -5.5% | -31.6% | +26.2% | +1.8% |
| 6M | +9.2% | -5.6% | +14.8% | +8.8% |
| YTD | +23.0% | +75.5% | -52.4% | +3.6% |
| 1Y | +20.7% | +19.3% | +1.4% | +21.4% |
| All | +20.7% | +18.4% | +2.3% | +21.4% |
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