+82.8%
XLI vs ARMK
+148.1%
-65.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.0% |
| 7D | +1.0% | +1.7% | -0.7% | +0.4% |
| 30D | -5.8% | +3.1% | -8.9% | -6.9% |
| 3M | +0.7% | +9.2% | -8.5% | -2.5% |
| 6M | +3.2% | +43.7% | -40.5% | -9.6% |
| YTD | +13.0% | +57.4% | -44.3% | -4.4% |
| 1Y | +16.8% | +51.9% | -35.1% | -0.2% |
| 3Y | +72.4% | +125.4% | -53.0% | +24.5% |
| 5Y | +82.8% | +149.1% | -66.3% | +23.1% |
| All | +82.8% | +148.1% | -65.4% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling