+75.2%
XLF vs ARMK
+125.3%
-50.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.8% |
| 7D | +0.2% | +1.7% | -1.5% | -0.3% |
| 30D | -0.5% | +3.1% | -3.6% | -1.6% |
| 3M | +10.6% | +9.2% | +1.4% | +7.5% |
| 6M | +14.3% | +43.7% | -29.4% | +1.7% |
| YTD | +5.5% | +57.4% | -51.8% | -9.0% |
| 1Y | +9.6% | +51.9% | -42.3% | -4.6% |
| 3Y | +75.2% | +125.4% | -50.2% | +35.7% |
| All | +75.2% | +125.3% | -50.1% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling