+30.8%
XLV vs ARMK
+127.5%
-96.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.3% | -0.7% |
| 7D | -3.6% | +3.1% | -6.7% | -4.1% |
| 30D | -1.8% | -2.8% | +1.0% | -1.4% |
| 3M | +7.8% | +7.6% | +0.2% | +6.1% |
| 6M | +9.1% | +47.9% | -38.8% | +0.7% |
| YTD | +7.7% | +60.0% | -52.3% | -2.3% |
| 1Y | +20.4% | +52.2% | -31.8% | +10.2% |
| 3Y | +30.8% | +131.4% | -100.6% | +10.6% |
| All | +30.8% | +127.5% | -96.7% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling