+226.1%
XLI vs ARMK
+131.4%
+94.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +3.8% | +2.7% | +1.1% | +2.9% |
| 30D | +1.0% | -1.5% | +2.5% | +1.4% |
| 3M | -8.9% | -11.6% | +2.6% | -5.6% |
| 6M | -2.3% | +6.7% | -9.0% | -4.6% |
| YTD | +9.7% | +47.4% | -37.7% | -3.6% |
| 1Y | +12.3% | +41.5% | -29.2% | -0.1% |
| 3Y | +71.5% | +95.5% | -24.1% | +35.8% |
| 5Y | +70.2% | +108.4% | -38.2% | +30.0% |
| All | +226.1% | +131.4% | +94.7% | +149.5% |
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