+331.2%
XLF vs ARMK
+327.8%
+3.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +1.2% | +7.1% | -5.9% | -1.2% |
| 30D | +6.2% | -1.6% | +7.8% | +6.4% |
| 3M | +0.9% | -10.5% | +11.4% | +4.3% |
| 6M | +13.6% | +11.8% | +1.9% | +8.5% |
| YTD | +7.6% | +47.3% | -39.7% | -7.1% |
| 1Y | +10.2% | +41.5% | -31.3% | -3.7% |
| 3Y | +79.8% | +95.3% | -15.5% | +38.1% |
| 5Y | +58.0% | +108.1% | -50.2% | +16.6% |
| 10Y | +222.8% | +132.0% | +90.8% | +121.4% |
| All | +331.2% | +327.8% | +3.3% | +164.9% |
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