+254.2%
XOM vs ARMK
+148.1%
+106.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.5% |
| 7D | -2.4% | +1.7% | -4.1% | -2.7% |
| 30D | +5.7% | +3.1% | +2.5% | +4.8% |
| 3M | +6.6% | +9.2% | -2.7% | +4.4% |
| 6M | +7.7% | +43.7% | -36.0% | -1.1% |
| YTD | +36.2% | +57.4% | -21.2% | +22.3% |
| 1Y | +50.5% | +51.9% | -1.4% | +36.1% |
| 3Y | +53.4% | +125.4% | -72.0% | +23.5% |
| 5Y | +254.2% | +149.1% | +105.1% | +168.0% |
| All | +254.2% | +148.1% | +106.1% | +168.0% |
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