+64.0%
XLE vs ARMK
+100.8%
-36.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.6% |
| 7D | -6.7% | -0.7% | -6.0% | -6.6% |
| 30D | -4.4% | -1.3% | -3.1% | -4.3% |
| 3M | +4.0% | -2.5% | +6.5% | +4.2% |
| 6M | +13.2% | +20.8% | -7.6% | +8.3% |
| YTD | +41.9% | +48.2% | -6.3% | +28.9% |
| 1Y | +41.6% | +45.7% | -4.1% | +29.1% |
| 3Y | +64.0% | +96.6% | -32.6% | +41.5% |
| All | +64.0% | +100.8% | -36.8% | +41.5% |
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 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