-4.7%
XRT vs ARMK
+96.3%
-101.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.5% | -6.2% | -3.6% |
| 7D | +0.9% | -2.6% | +3.5% | +1.8% |
| 30D | +7.9% | -5.2% | +13.1% | +9.9% |
| 3M | -0.2% | -6.5% | +6.3% | +1.9% |
| 6M | +5.6% | +15.3% | -9.7% | -2.9% |
| YTD | +5.7% | +43.6% | -37.9% | -13.3% |
| 1Y | +14.6% | +42.1% | -27.5% | -5.5% |
| 3Y | +50.7% | +94.0% | -43.3% | +1.0% |
| All | -4.7% | +96.3% | -101.0% | -41.1% |
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