+32.9%
XLV vs ARM
+18.4%
+14.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.3% | +8.3% | +2.9% |
| 7D | +5.5% | -18.7% | +24.2% | +5.1% |
| 30D | +13.3% | -36.7% | +50.0% | +12.4% |
| 3M | +17.4% | -31.6% | +49.1% | +16.8% |
| 6M | +32.1% | -5.6% | +37.8% | +27.6% |
| YTD | +24.0% | +75.5% | -51.4% | +15.3% |
| 1Y | +32.9% | +19.3% | +13.6% | +18.6% |
| All | +32.9% | +18.4% | +14.5% | +18.6% |
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