+257.3%
XLU vs ARMK
+328.3%
-71.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +2.1% | +2.7% | -0.6% | +1.7% |
| 30D | +5.6% | -1.5% | +7.0% | +5.7% |
| 3M | +0.7% | -11.6% | +12.3% | +2.5% |
| 6M | -0.1% | +6.7% | -6.8% | -1.3% |
| YTD | +5.3% | +47.4% | -42.1% | -1.5% |
| 1Y | +2.2% | +41.5% | -39.3% | -3.9% |
| 3Y | +61.6% | +95.5% | -33.9% | +43.1% |
| 5Y | +53.6% | +108.4% | -54.8% | +33.2% |
| 10Y | +162.3% | +132.3% | +30.0% | +123.0% |
| All | +257.3% | +328.3% | -71.0% | +188.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling