+146.6%
XLK vs ARMK
+146.8%
-0.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | +2.3% | +0.3% | +2.0% | +2.2% |
| 30D | +0.8% | +2.4% | -1.5% | -0.4% |
| 3M | +4.1% | +6.1% | -2.0% | +1.2% |
| 6M | +34.8% | +41.8% | -7.0% | +15.5% |
| YTD | +30.8% | +55.5% | -24.7% | +7.4% |
| 1Y | +42.4% | +49.6% | -7.2% | +18.4% |
| 3Y | +121.8% | +122.8% | -1.0% | +49.1% |
| 5Y | +146.6% | +151.0% | -4.4% | +53.0% |
| All | +146.6% | +146.8% | -0.2% | +53.0% |
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