+175.4%
XME vs ARMK
+144.6%
+30.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.6% |
| 7D | -0.1% | -2.4% | +2.3% | +0.9% |
| 30D | +6.0% | 0.0% | +6.0% | +5.7% |
| 3M | -7.7% | +6.7% | -14.4% | -10.5% |
| 6M | +1.0% | +38.8% | -37.9% | -13.2% |
| YTD | +14.6% | +55.2% | -40.5% | -6.4% |
| 1Y | +46.0% | +46.6% | -0.7% | +21.8% |
| 3Y | +127.0% | +112.9% | +14.1% | +53.8% |
| All | +175.4% | +144.6% | +30.8% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling