+218.0%
XLE vs ARMK
+144.6%
+73.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | +2.2% | -2.4% | +4.6% | +2.8% |
| 30D | +11.8% | 0.0% | +11.8% | +11.6% |
| 3M | +9.8% | +6.7% | +3.2% | +7.7% |
| 6M | +15.6% | +38.8% | -23.2% | +5.0% |
| YTD | +45.3% | +55.2% | -9.9% | +27.5% |
| 1Y | +48.3% | +46.6% | +1.7% | +32.2% |
| 3Y | +55.4% | +112.9% | -57.5% | +21.2% |
| All | +218.0% | +144.6% | +73.4% | +127.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling