+141.2%
XLE vs ARMK
+350.8%
-209.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | +2.2% | -2.4% | +4.6% | +3.1% |
| 30D | +11.8% | 0.0% | +11.8% | +11.5% |
| 3M | +9.8% | +6.7% | +3.2% | +6.8% |
| 6M | +15.6% | +38.8% | -23.2% | +0.9% |
| YTD | +45.3% | +55.2% | -9.9% | +21.2% |
| 1Y | +48.3% | +46.6% | +1.7% | +26.2% |
| 3Y | +55.4% | +112.9% | -57.5% | +11.2% |
| 5Y | +216.1% | +144.0% | +72.1% | +107.2% |
| 10Y | +178.4% | +132.4% | +46.0% | +72.9% |
| All | +141.2% | +350.8% | -209.6% | +35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling