+137.4%
XME vs ARMK
+125.3%
+12.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.7% |
| 7D | +3.6% | +1.7% | +1.9% | +3.0% |
| 30D | +3.6% | +3.1% | +0.5% | +2.4% |
| 3M | +1.2% | +9.2% | -8.0% | -1.9% |
| 6M | +9.0% | +43.7% | -34.6% | -4.3% |
| YTD | +15.9% | +57.4% | -41.4% | -1.5% |
| 1Y | +43.2% | +51.9% | -8.7% | +22.9% |
| 3Y | +137.4% | +125.4% | +12.0% | +77.3% |
| All | +137.4% | +125.3% | +12.1% | +77.3% |
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 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