+42.7%
XLP vs ARMK
+90.4%
-47.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.1% |
| 7D | +3.5% | -10.2% | +13.7% | +5.2% |
| 30D | +11.6% | -9.3% | +20.8% | +13.1% |
| 3M | +7.6% | -11.4% | +19.0% | +9.5% |
| 6M | +10.0% | +11.6% | -1.6% | +7.1% |
| YTD | +19.7% | +37.5% | -17.7% | +12.0% |
| 1Y | +23.5% | +34.9% | -11.5% | +15.8% |
| 3Y | +44.0% | +83.4% | -39.5% | +25.1% |
| 5Y | +42.7% | +87.9% | -45.2% | +22.8% |
| All | +42.7% | +90.4% | -47.7% | +22.8% |
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