+133.4%
XLE vs ARMK
+317.2%
-183.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | -1.7% |
| 7D | -12.0% | -2.6% | -9.4% | -11.1% |
| 30D | -2.7% | -5.2% | +2.5% | -1.0% |
| 3M | +6.6% | -6.5% | +13.1% | +8.7% |
| 6M | +9.5% | +15.3% | -5.7% | +2.7% |
| YTD | +40.6% | +43.6% | -3.0% | +20.3% |
| 1Y | +43.6% | +42.1% | +1.5% | +23.3% |
| 3Y | +58.1% | +94.0% | -35.9% | +17.0% |
| 5Y | +152.2% | +96.3% | +55.9% | +80.2% |
| 10Y | +172.9% | +126.7% | +46.3% | +71.3% |
| All | +133.4% | +317.2% | -183.7% | +34.5% |
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