+331.7%
XLF vs ARMK
+330.5%
+1.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.8% |
| 7D | +1.9% | -0.7% | +2.6% | +2.0% |
| 30D | +6.5% | -1.3% | +7.8% | +6.6% |
| 3M | +1.2% | -2.5% | +3.7% | +1.4% |
| 6M | +14.6% | +20.8% | -6.2% | +6.3% |
| YTD | +7.7% | +48.2% | -40.5% | -7.2% |
| 1Y | +11.8% | +45.7% | -34.0% | -3.2% |
| 3Y | +80.1% | +96.6% | -16.5% | +38.0% |
| 5Y | +59.0% | +106.6% | -47.6% | +17.6% |
| 10Y | +224.2% | +132.6% | +91.6% | +122.2% |
| All | +331.7% | +330.5% | +1.2% | +164.7% |
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 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