+328.8%
XLF vs ARMK
+350.8%
-22.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | 0.0% | -2.4% | +2.4% | +0.8% |
| 30D | +0.2% | 0.0% | +0.1% | 0.0% |
| 3M | +11.7% | +6.7% | +5.1% | +8.9% |
| 6M | +13.8% | +38.8% | -25.0% | +0.9% |
| YTD | +7.0% | +55.2% | -48.2% | -8.9% |
| 1Y | +9.1% | +46.6% | -37.5% | -5.4% |
| 3Y | +75.6% | +112.9% | -37.3% | +31.3% |
| 5Y | +66.4% | +144.0% | -77.5% | +16.5% |
| 10Y | +250.3% | +132.4% | +117.9% | +141.0% |
| All | +328.8% | +350.8% | -22.0% | +159.8% |
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