+145.1%
XRT vs ARMK
+125.8%
+19.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | 0.0% |
| 7D | +4.1% | -0.7% | +4.8% | +4.2% |
| 30D | +9.9% | -1.3% | +11.2% | +10.0% |
| 3M | +2.3% | -2.5% | +4.7% | +2.5% |
| 6M | +9.6% | +20.8% | -11.2% | +1.5% |
| YTD | +9.1% | +48.2% | -39.0% | -6.3% |
| 1Y | +16.2% | +45.7% | -29.5% | +0.3% |
| 3Y | +60.1% | +96.6% | -36.5% | +22.4% |
| 5Y | -0.5% | +106.6% | -107.1% | -25.9% |
| 10Y | +145.1% | +132.6% | +12.6% | +70.0% |
| All | +145.1% | +125.8% | +19.3% | +70.0% |
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