+162.4%
XOP vs ARMK
+148.1%
+14.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.2% |
| 7D | +0.6% | +1.7% | -1.1% | 0.0% |
| 30D | +16.5% | +3.1% | +13.4% | +15.1% |
| 3M | +15.7% | +9.2% | +6.5% | +11.8% |
| 6M | +19.2% | +43.7% | -24.5% | +3.2% |
| YTD | +55.0% | +57.4% | -2.4% | +28.9% |
| 1Y | +54.2% | +51.9% | +2.3% | +29.8% |
| 3Y | +35.9% | +125.4% | -89.5% | -6.2% |
| 5Y | +162.4% | +149.1% | +13.3% | +65.2% |
| All | +162.4% | +148.1% | +14.3% | +65.2% |
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 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