+159.6%
XLB vs ARMK
+136.6%
+23.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.4% |
| 7D | -0.2% | +1.7% | -1.9% | -0.8% |
| 30D | -1.7% | +3.1% | -4.9% | -2.8% |
| 3M | +4.4% | +9.2% | -4.9% | +1.4% |
| 6M | +5.0% | +43.7% | -38.6% | -6.3% |
| YTD | +15.5% | +57.4% | -41.9% | 0.0% |
| 1Y | +14.9% | +51.9% | -36.9% | +0.5% |
| 3Y | +34.5% | +125.4% | -90.9% | +2.9% |
| 5Y | +36.5% | +149.1% | -112.5% | -0.1% |
| 10Y | +159.6% | +135.4% | +24.2% | +97.2% |
| All | +159.6% | +136.6% | +23.0% | +97.2% |
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