+94.2%
XLK vs ARM
+223.5%
-129.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.7% | -3.3% | +0.5% |
| 7D | -8.2% | -15.2% | +7.0% | -5.0% |
| 30D | -18.2% | -40.7% | +22.5% | -9.1% |
| 3M | -11.0% | -39.1% | +28.1% | -2.4% |
| 6M | -2.9% | -26.4% | +23.5% | +0.7% |
| YTD | +14.8% | +59.7% | -44.9% | +0.8% |
| 1Y | +14.5% | +10.3% | +4.2% | +8.0% |
| 3Y | +94.2% | +228.9% | -134.7% | +57.5% |
| All | +94.2% | +223.5% | -129.3% | +57.5% |
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 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