+328.7%
XLI vs ARMK
+334.6%
-6.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.2% | -0.4% | +2.5% |
| 7D | -0.5% | +0.9% | -1.4% | -0.8% |
| 30D | -0.2% | -0.4% | +0.2% | -0.2% |
| 3M | -8.6% | -2.0% | -6.6% | -8.3% |
| 6M | -2.0% | +22.0% | -23.9% | -8.4% |
| YTD | +9.7% | +49.6% | -39.9% | -4.0% |
| 1Y | +11.4% | +46.4% | -34.9% | -1.9% |
| 3Y | +74.2% | +103.2% | -29.0% | +36.4% |
| 5Y | +70.0% | +108.1% | -38.2% | +29.9% |
| 10Y | +235.2% | +129.4% | +105.8% | +143.4% |
| All | +328.7% | +334.6% | -6.0% | +174.6% |
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