+209.3%
XLB vs ARMK
+350.8%
-141.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.6% |
| 3M | +2.0% | +6.7% | -4.7% | -0.2% |
| 6M | +1.8% | +38.8% | -37.0% | -8.3% |
| YTD | +16.6% | +55.2% | -38.6% | +1.3% |
| 1Y | +16.9% | +46.6% | -29.7% | +3.3% |
| 3Y | +32.6% | +112.9% | -80.3% | +3.0% |
| 5Y | +35.6% | +144.0% | -108.3% | -0.3% |
| 10Y | +160.0% | +132.4% | +27.6% | +86.8% |
| All | +209.3% | +350.8% | -141.6% | +97.1% |
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