+249.9%
XLU vs ARMK
+357.2%
-107.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.6% | +0.6% |
| 7D | +2.1% | +1.7% | +0.4% | +1.8% |
| 30D | -0.4% | +3.1% | -3.5% | -0.9% |
| 3M | +0.5% | +9.2% | -8.8% | -1.0% |
| 6M | -5.8% | +43.7% | -49.5% | -11.3% |
| YTD | +3.1% | +57.4% | -54.2% | -4.4% |
| 1Y | +8.1% | +51.9% | -43.7% | +0.7% |
| 3Y | +50.5% | +125.4% | -74.9% | +30.5% |
| 5Y | +44.7% | +149.1% | -104.4% | +22.3% |
| 10Y | +136.8% | +135.4% | +1.4% | +101.1% |
| All | +249.9% | +357.2% | -107.3% | +180.3% |
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 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