+199.0%
XME vs ARMK
+330.5%
-131.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -0.2% | -0.7% | +0.5% | +0.1% |
| 30D | -9.2% | -1.3% | -7.9% | -8.7% |
| 3M | -17.8% | -2.5% | -15.3% | -17.2% |
| 6M | -20.0% | +20.8% | -40.8% | -25.8% |
| YTD | -6.6% | +48.2% | -54.8% | -19.7% |
| 1Y | +1.8% | +45.7% | -44.0% | -12.1% |
| 3Y | +98.7% | +96.6% | +2.2% | +51.1% |
| 5Y | +123.9% | +106.6% | +17.3% | +65.0% |
| 10Y | +277.9% | +132.6% | +145.3% | +158.2% |
| All | +199.0% | +330.5% | -131.6% | +88.7% |
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