+343.7%
XLI vs ARMK
+350.8%
-7.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | -1.1% | -2.4% | +1.4% | -0.3% |
| 30D | -5.9% | 0.0% | -6.0% | -6.1% |
| 3M | -0.3% | +6.7% | -6.9% | -2.4% |
| 6M | +0.1% | +38.8% | -38.7% | -10.0% |
| YTD | +13.6% | +55.2% | -41.6% | -1.6% |
| 1Y | +17.2% | +46.6% | -29.4% | +3.2% |
| 3Y | +68.2% | +112.9% | -44.7% | +29.8% |
| 5Y | +80.7% | +144.0% | -63.2% | +31.6% |
| 10Y | +253.3% | +132.4% | +120.8% | +155.9% |
| All | +343.7% | +350.8% | -7.2% | +181.4% |
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