+127.5%
XLC vs ARMK
+107.4%
+20.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.5% | -4.0% | -0.6% |
| 7D | +4.9% | -2.6% | +7.5% | +5.5% |
| 30D | -5.8% | -5.2% | -0.6% | -4.8% |
| 3M | -5.4% | -6.5% | +1.1% | -4.2% |
| 6M | -10.2% | +15.3% | -25.4% | -13.8% |
| YTD | -10.2% | +43.6% | -53.8% | -18.5% |
| 1Y | -5.6% | +42.1% | -47.7% | -14.2% |
| 3Y | +61.0% | +94.0% | -33.0% | +34.0% |
| 5Y | +35.2% | +96.3% | -61.0% | +10.8% |
| All | +127.5% | +107.4% | +20.1% | +92.1% |
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