+88.2%
XLRE vs ARMK
+146.1%
-57.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | +0.1% |
| 7D | -1.2% | +3.1% | -4.3% | -1.9% |
| 30D | -2.4% | -2.8% | +0.4% | -1.7% |
| 3M | -2.5% | +7.6% | -10.1% | -4.5% |
| 6M | +4.0% | +47.9% | -43.9% | -6.4% |
| YTD | +9.3% | +60.0% | -50.7% | -3.8% |
| 1Y | +5.6% | +52.2% | -46.6% | -6.0% |
| 3Y | +31.3% | +131.4% | -100.1% | +3.2% |
| 5Y | +9.5% | +163.2% | -153.7% | -17.7% |
| All | +88.2% | +146.1% | -57.8% | +44.2% |
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