+5.6%
XLRE vs ARMK
+54.5%
-48.9%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | +0.4% |
| 7D | -1.2% | +3.1% | -4.3% | -1.6% |
| 30D | -2.4% | -2.8% | +0.4% | -2.1% |
| 3M | -2.5% | +7.6% | -10.1% | -3.6% |
| 6M | +4.0% | +47.9% | -43.9% | -3.0% |
| YTD | +9.3% | +60.0% | -50.7% | +0.1% |
| 1Y | +5.6% | +52.2% | -46.6% | -2.4% |
| All | +5.6% | +54.5% | -48.9% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling