+51.6%
XLU vs ARMK
+106.7%
-55.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +2.1% | +2.7% | -0.6% | +1.6% |
| 30D | +5.6% | -1.5% | +7.0% | +5.7% |
| 3M | +0.7% | -11.6% | +12.3% | +2.9% |
| 6M | -0.1% | +6.7% | -6.8% | -1.6% |
| YTD | +5.3% | +47.4% | -42.1% | -3.2% |
| 1Y | +2.2% | +41.5% | -39.3% | -5.4% |
| 3Y | +61.6% | +95.5% | -33.9% | +37.8% |
| All | +51.6% | +106.7% | -55.1% | +25.7% |
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