+33.6%
XLY vs ARMK
+127.5%
-93.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | -0.1% |
| 7D | -1.7% | +3.1% | -4.8% | -2.7% |
| 30D | -4.2% | -2.8% | -1.4% | -3.4% |
| 3M | -2.7% | +7.6% | -10.3% | -5.3% |
| 6M | -0.6% | +47.9% | -48.5% | -13.9% |
| YTD | -5.0% | +60.0% | -65.0% | -20.2% |
| 1Y | -4.1% | +52.2% | -56.3% | -18.1% |
| 3Y | +33.6% | +131.4% | -97.8% | -2.4% |
| All | +33.6% | +127.5% | -93.9% | -2.4% |
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