+180.3%
XLP vs ARMK
+350.8%
-170.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -1.0% | -2.4% | +1.4% | -0.7% |
| 30D | -0.9% | 0.0% | -0.9% | -1.0% |
| 3M | +3.8% | +6.7% | -2.8% | +2.8% |
| 6M | -1.7% | +38.8% | -40.6% | -6.3% |
| YTD | +10.3% | +55.2% | -44.9% | +3.4% |
| 1Y | +7.8% | +46.6% | -38.8% | +1.8% |
| 3Y | +27.2% | +112.9% | -85.7% | +13.1% |
| 5Y | +32.5% | +144.0% | -111.4% | +14.6% |
| 10Y | +101.8% | +132.4% | -30.6% | +78.9% |
| All | +180.3% | +350.8% | -170.6% | +125.9% |
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