+163.9%
XLE vs ARMK
+131.1%
+32.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | -1.1% |
| 7D | -7.9% | +0.9% | -8.8% | -8.3% |
| 30D | -4.8% | -0.4% | -4.5% | -4.9% |
| 3M | +8.4% | -2.0% | +10.3% | +8.5% |
| 6M | +12.7% | +22.0% | -9.3% | +3.2% |
| YTD | +41.3% | +49.6% | -8.3% | +18.6% |
| 1Y | +42.3% | +46.4% | -4.1% | +20.3% |
| 3Y | +65.1% | +103.2% | -38.1% | +18.9% |
| 5Y | +150.2% | +108.1% | +42.1% | +72.8% |
| 10Y | +163.9% | +129.4% | +34.5% | +68.8% |
| All | +163.9% | +131.1% | +32.8% | +68.8% |
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