+205.4%
XOM vs ARMK
+131.4%
+74.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +2.8% | +2.7% | +0.2% | +2.0% |
| 30D | -3.6% | -1.5% | -2.1% | -3.4% |
| 3M | +8.2% | -11.6% | +19.8% | +11.8% |
| 6M | +14.0% | +6.7% | +7.3% | +10.9% |
| YTD | +44.6% | +47.4% | -2.8% | +26.4% |
| 1Y | +47.8% | +41.5% | +6.3% | +30.7% |
| 3Y | +79.6% | +95.5% | -16.0% | +40.2% |
| 5Y | +214.3% | +108.4% | +105.9% | +133.9% |
| All | +205.4% | +131.4% | +74.1% | +119.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling