+124.6%
XLP vs ARMK
+123.7%
+0.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.5% | -5.7% | -1.8% |
| 7D | +0.7% | -2.6% | +3.4% | +1.0% |
| 30D | +10.3% | -5.2% | +15.5% | +10.8% |
| 3M | +6.5% | -6.5% | +13.0% | +7.2% |
| 6M | +8.4% | +15.3% | -6.9% | +6.0% |
| YTD | +18.2% | +43.6% | -25.4% | +12.2% |
| 1Y | +22.4% | +42.1% | -19.6% | +16.3% |
| 3Y | +41.9% | +94.0% | -52.1% | +28.5% |
| 5Y | +40.9% | +96.3% | -55.4% | +26.1% |
| All | +124.6% | +123.7% | +0.9% | +107.1% |
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