+207.8%
XLB vs ARMK
+317.2%
-109.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.2% | -2.1% |
| 7D | -1.5% | -2.6% | +1.1% | -0.8% |
| 30D | +6.1% | -5.2% | +11.3% | +7.5% |
| 3M | 0.0% | -6.5% | +6.5% | +1.6% |
| 6M | 0.0% | +15.3% | -15.3% | -5.0% |
| YTD | +16.0% | +43.6% | -27.6% | +2.9% |
| 1Y | +24.7% | +42.1% | -17.3% | +10.9% |
| 3Y | +40.4% | +94.0% | -53.6% | +11.9% |
| 5Y | +30.7% | +96.3% | -65.6% | +2.1% |
| 10Y | +173.3% | +126.7% | +46.6% | +96.9% |
| All | +207.8% | +317.2% | -109.4% | +100.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling