+124.8%
XRT vs ARMK
+134.7%
-9.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.2% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | -6.9% | +2.4% | -9.3% | -7.9% |
| 3M | -0.4% | +6.1% | -6.5% | -2.7% |
| 6M | +2.2% | +41.8% | -39.5% | -10.2% |
| YTD | -0.7% | +55.5% | -56.2% | -15.8% |
| 1Y | -2.0% | +49.6% | -51.6% | -15.8% |
| 3Y | +41.0% | +122.8% | -81.8% | +3.6% |
| 5Y | -3.3% | +151.0% | -154.3% | -32.1% |
| 10Y | +124.8% | +138.0% | -13.1% | +54.0% |
| All | +124.8% | +134.7% | -9.9% | +54.0% |
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 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