+1,176.6%
XLK vs ARMK
+350.8%
+825.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | +0.9% | -2.4% | +3.3% | +1.5% |
| 30D | +0.7% | 0.0% | +0.7% | +0.6% |
| 3M | -2.9% | +6.7% | -9.6% | -4.9% |
| 6M | +34.3% | +38.8% | -4.6% | +21.7% |
| YTD | +30.4% | +55.2% | -24.8% | +14.4% |
| 1Y | +43.4% | +46.6% | -3.2% | +27.5% |
| 3Y | +116.8% | +112.9% | +3.9% | +71.8% |
| 5Y | +144.0% | +144.0% | +0.1% | +85.2% |
| 10Y | +778.8% | +132.4% | +646.3% | +574.3% |
| All | +1,176.6% | +350.8% | +825.7% | +785.3% |
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