+279.2%
XLV vs ARMK
+350.7%
-71.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -4.4% | -0.9% | -3.5% | -4.2% |
| 30D | -1.4% | -5.9% | +4.6% | -0.3% |
| 3M | +8.9% | +6.7% | +2.2% | +7.4% |
| 6M | +9.1% | +42.5% | -33.5% | +1.7% |
| YTD | +7.9% | +55.1% | -47.2% | -1.1% |
| 1Y | +22.7% | +50.3% | -27.6% | +13.0% |
| 3Y | +31.9% | +122.2% | -90.3% | +11.7% |
| 5Y | +34.9% | +155.2% | -120.3% | +9.8% |
| 10Y | +173.9% | +137.3% | +36.5% | +127.2% |
| All | +279.2% | +350.7% | -71.5% | +176.0% |
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