+436.9%
XME vs ARMK
+134.7%
+302.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.2% |
| 7D | -0.2% | +0.3% | -0.6% | -0.4% |
| 30D | +1.4% | +2.4% | -1.0% | +0.3% |
| 3M | +2.7% | +6.1% | -3.3% | +0.3% |
| 6M | +6.5% | +41.8% | -35.2% | -7.1% |
| YTD | +15.2% | +55.5% | -40.4% | -3.1% |
| 1Y | +43.5% | +49.6% | -6.1% | +22.2% |
| 3Y | +135.9% | +122.8% | +13.1% | +69.7% |
| 5Y | +181.5% | +151.0% | +30.5% | +91.7% |
| 10Y | +436.9% | +137.9% | +298.9% | +276.9% |
| All | +436.9% | +134.7% | +302.1% | +276.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling