+44.2%
XLU vs ARMK
+160.7%
-116.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.9% |
| 7D | -1.6% | +3.1% | -4.7% | -2.2% |
| 30D | -3.3% | -2.8% | -0.5% | -2.8% |
| 3M | -3.2% | +7.6% | -10.7% | -4.5% |
| 6M | -7.0% | +47.9% | -54.9% | -13.8% |
| YTD | +0.6% | +60.0% | -59.4% | -8.4% |
| 1Y | +2.4% | +52.2% | -49.8% | -6.0% |
| 3Y | +46.3% | +131.4% | -85.2% | +21.7% |
| All | +44.2% | +160.7% | -116.4% | +16.9% |
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 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