+133.6%
XLC vs ARMK
+112.7%
+20.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | +3.1% | +7.1% | -4.0% | +1.4% |
| 30D | -4.2% | -1.6% | -2.6% | -4.0% |
| 3M | -2.1% | -10.5% | +8.4% | +0.3% |
| 6M | -6.6% | +11.8% | -18.4% | -9.6% |
| YTD | -7.8% | +47.3% | -55.1% | -16.9% |
| 1Y | -4.1% | +41.5% | -45.6% | -12.7% |
| 3Y | +62.6% | +95.3% | -32.7% | +35.1% |
| 5Y | +39.6% | +108.1% | -68.5% | +12.9% |
| All | +133.6% | +112.7% | +20.8% | +96.0% |
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