+35.0%
XLB vs ARMK
+114.7%
-79.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.1% |
| 7D | -1.4% | -2.4% | +1.0% | -0.7% |
| 30D | -0.4% | 0.0% | -0.4% | -0.5% |
| 3M | +2.0% | +6.7% | -4.7% | -0.2% |
| 6M | +1.8% | +38.8% | -37.0% | -8.5% |
| YTD | +16.6% | +55.2% | -38.6% | +1.0% |
| 1Y | +16.9% | +46.6% | -29.7% | +3.0% |
| All | +35.0% | +114.7% | -79.6% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling