+204.3%
XLP vs ARMK
+299.4%
-95.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.2% |
| 7D | +3.5% | -10.2% | +13.7% | +4.9% |
| 30D | +11.6% | -9.3% | +20.8% | +12.9% |
| 3M | +7.6% | -11.4% | +19.0% | +9.2% |
| 6M | +10.0% | +11.6% | -1.6% | +7.9% |
| YTD | +19.7% | +37.5% | -17.7% | +13.9% |
| 1Y | +23.5% | +34.9% | -11.5% | +17.7% |
| 3Y | +44.0% | +83.4% | -39.5% | +30.5% |
| 5Y | +42.7% | +87.9% | -45.2% | +27.5% |
| 10Y | +131.3% | +117.0% | +14.3% | +105.8% |
| All | +204.3% | +299.4% | -95.0% | +149.0% |
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 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