+189.2%
XME vs ARMK
+317.2%
-128.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.5% | -1.1% | +1.7% |
| 7D | -4.5% | -2.6% | -1.8% | -3.5% |
| 30D | -10.9% | -5.2% | -5.7% | -9.1% |
| 3M | -15.3% | -6.5% | -8.7% | -13.4% |
| 6M | -24.6% | +15.3% | -39.9% | -28.8% |
| YTD | -9.6% | +43.6% | -53.2% | -21.5% |
| 1Y | +2.9% | +42.1% | -39.1% | -10.3% |
| 3Y | +86.9% | +94.0% | -7.1% | +42.7% |
| 5Y | +115.2% | +96.3% | +18.9% | +61.4% |
| 10Y | +305.7% | +126.7% | +179.1% | +179.8% |
| All | +189.2% | +317.2% | -128.0% | +84.6% |
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