+42.4%
XLK vs ARM
+89.9%
-47.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | +2.3% | +12.5% | -10.2% | -0.4% |
| 30D | +0.8% | -1.4% | +2.2% | +1.0% |
| 3M | +4.1% | -18.7% | +22.7% | +7.5% |
| 6M | +34.8% | +124.6% | -89.9% | +8.9% |
| YTD | +30.8% | +141.7% | -110.9% | +3.5% |
| 1Y | +42.4% | +87.7% | -45.3% | +23.5% |
| All | +42.4% | +89.9% | -47.6% | +23.5% |
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