+124.1%
XBI vs ARMK
+131.4%
-7.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -1.1% | +2.7% | -3.8% | -1.8% |
| 30D | +2.6% | -1.5% | +4.1% | +2.9% |
| 3M | -4.0% | -11.6% | +7.5% | -0.8% |
| 6M | +10.9% | +6.7% | +4.2% | +8.2% |
| YTD | +23.6% | +47.4% | -23.8% | +9.1% |
| 1Y | +35.1% | +41.5% | -6.4% | +20.6% |
| 3Y | +125.2% | +95.5% | +29.6% | +79.7% |
| 5Y | +19.7% | +108.4% | -88.7% | -7.0% |
| All | +124.1% | +131.4% | -7.3% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling