+179.2%
XLE vs ARMK
+131.4%
+47.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +5.4% | +2.7% | +2.8% | +4.3% |
| 30D | -3.9% | -1.5% | -2.5% | -3.7% |
| 3M | +7.0% | -11.6% | +18.6% | +11.6% |
| 6M | +14.2% | +6.7% | +7.5% | +10.4% |
| YTD | +48.2% | +47.4% | +0.8% | +25.0% |
| 1Y | +47.7% | +41.5% | +6.2% | +26.5% |
| 3Y | +70.0% | +95.5% | -25.5% | +24.3% |
| 5Y | +169.1% | +108.4% | +60.8% | +85.6% |
| All | +179.2% | +131.4% | +47.8% | +80.6% |
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