+40.7%
XLC vs ARMK
+106.7%
-66.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | +3.7% | +2.7% | +1.1% | +2.8% |
| 30D | -1.9% | -1.5% | -0.4% | -1.7% |
| 3M | -3.1% | -11.6% | +8.4% | +0.7% |
| 6M | -6.4% | +6.7% | -13.1% | -9.3% |
| YTD | -6.8% | +47.4% | -54.3% | -20.4% |
| 1Y | -1.7% | +41.5% | -43.2% | -14.8% |
| 3Y | +64.7% | +95.5% | -30.9% | +21.3% |
| All | +40.7% | +106.7% | -66.0% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling