+788.5%
XLK vs ARMK
+146.1%
+642.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.8% | +0.5% |
| 7D | +0.2% | +3.1% | -2.9% | -0.6% |
| 30D | -0.6% | -2.8% | +2.2% | +0.1% |
| 3M | +2.6% | +7.6% | -5.0% | +0.3% |
| 6M | +34.0% | +47.9% | -13.9% | +19.5% |
| YTD | +30.7% | +60.0% | -29.3% | +13.8% |
| 1Y | +39.2% | +52.2% | -13.0% | +22.7% |
| 3Y | +120.4% | +131.4% | -11.0% | +71.2% |
| 5Y | +148.8% | +163.2% | -14.4% | +86.1% |
| All | +788.5% | +146.1% | +642.4% | +617.5% |
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