+58.8%
XRT vs ARMK
+96.6%
-37.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +1.7% | +2.7% | -0.9% | +1.0% |
| 30D | +7.5% | -1.5% | +9.0% | +7.6% |
| 3M | +2.2% | -11.6% | +13.7% | +5.7% |
| 6M | +14.7% | +6.7% | +7.9% | +11.4% |
| YTD | +7.5% | +47.4% | -39.9% | -7.2% |
| 1Y | +14.1% | +41.5% | -27.4% | 0.0% |
| 3Y | +58.8% | +95.5% | -36.8% | +27.3% |
| All | +58.8% | +96.6% | -37.9% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling