+25.7%
XLV vs ARM
+29.6%
-3.9%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.2% | +0.5% |
| 7D | +2.2% | +9.1% | -6.9% | +2.3% |
| 30D | +8.6% | -19.9% | +28.5% | +8.1% |
| 3M | +12.6% | -31.6% | +44.2% | +12.0% |
| 6M | +29.8% | -13.9% | +43.7% | +25.6% |
| YTD | +23.5% | +74.3% | -50.8% | +13.5% |
| 1Y | +25.7% | +35.8% | -10.1% | +11.5% |
| All | +25.7% | +29.6% | -3.9% | +11.5% |
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