+46.0%
XOM vs ARMK
+47.4%
-1.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.7% |
| 7D | +1.8% | -2.4% | +4.2% | +1.7% |
| 30D | +5.9% | 0.0% | +5.8% | +5.8% |
| 3M | +5.6% | +6.7% | -1.1% | +5.5% |
| 6M | +7.9% | +38.8% | -31.0% | +6.4% |
| YTD | +35.2% | +55.2% | -20.0% | +30.4% |
| 1Y | +46.0% | +46.6% | -0.6% | +42.2% |
| All | +46.0% | +47.4% | -1.4% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling