+0.3%
XRT vs ARMK
+144.6%
-144.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.4% |
| 7D | +0.8% | -2.4% | +3.2% | +1.9% |
| 30D | -4.2% | 0.0% | -4.2% | -4.5% |
| 3M | +5.1% | +6.7% | -1.6% | +1.6% |
| 6M | +2.4% | +38.8% | -36.4% | -13.1% |
| YTD | +3.2% | +55.2% | -52.0% | -17.4% |
| 1Y | +1.5% | +46.6% | -45.1% | -16.6% |
| 3Y | +40.6% | +112.9% | -72.3% | -8.5% |
| All | +0.3% | +144.6% | -144.3% | -41.6% |
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