+246.5%
XLF vs ARMK
+138.5%
+108.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.2% |
| 7D | -2.9% | -0.9% | -2.0% | -2.6% |
| 30D | -1.6% | -5.9% | +4.3% | +0.4% |
| 3M | +9.3% | +6.7% | +2.6% | +6.5% |
| 6M | +14.6% | +42.5% | -28.0% | +0.7% |
| YTD | +4.7% | +55.1% | -50.4% | -10.8% |
| 1Y | +8.6% | +50.3% | -41.7% | -6.6% |
| 3Y | +73.9% | +122.2% | -48.3% | +28.1% |
| 5Y | +65.0% | +155.2% | -90.1% | +13.9% |
| All | +246.5% | +138.5% | +108.0% | +145.0% |
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