+217.7%
XLF vs ARMK
+131.4%
+86.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +2.7% | +2.7% | 0.0% | +1.7% |
| 30D | +7.6% | -1.5% | +9.1% | +7.8% |
| 3M | +1.1% | -11.6% | +12.6% | +4.9% |
| 6M | +15.9% | +6.7% | +9.1% | +12.4% |
| YTD | +8.4% | +47.4% | -39.0% | -6.4% |
| 1Y | +12.5% | +41.5% | -29.0% | -1.6% |
| 3Y | +81.6% | +95.5% | -14.0% | +39.4% |
| 5Y | +59.3% | +108.4% | -49.1% | +17.4% |
| All | +217.7% | +131.4% | +86.3% | +128.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling