+8.5%
XLRE vs ARMK
+106.7%
-98.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.8% | +2.7% | -1.8% | +0.1% |
| 30D | +6.9% | -1.5% | +8.4% | +7.1% |
| 3M | -0.8% | -11.6% | +10.7% | +2.4% |
| 6M | +2.1% | +6.7% | -4.7% | -0.6% |
| YTD | +12.6% | +47.4% | -34.8% | -1.2% |
| 1Y | +12.5% | +41.5% | -29.0% | -0.1% |
| 3Y | +44.2% | +95.5% | -51.3% | +11.6% |
| All | +8.5% | +106.7% | -98.2% | -20.3% |
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