+54.6%
XLE vs ARMK
+114.7%
-60.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +2.2% | -2.4% | +4.6% | +2.6% |
| 30D | +11.8% | 0.0% | +11.8% | +11.6% |
| 3M | +9.8% | +6.7% | +3.2% | +8.3% |
| 6M | +15.6% | +38.8% | -23.2% | +7.5% |
| YTD | +45.3% | +55.2% | -9.9% | +31.3% |
| 1Y | +48.3% | +46.6% | +1.7% | +35.7% |
| All | +54.6% | +114.7% | -60.1% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling