+154.4%
XRT vs ARMK
+327.8%
-173.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -0.4% | +7.1% | -7.6% | -2.8% |
| 30D | +7.5% | -1.6% | +9.2% | +7.7% |
| 3M | +2.3% | -10.5% | +12.9% | +5.9% |
| 6M | +12.8% | +11.8% | +1.1% | +7.6% |
| YTD | +7.1% | +47.3% | -40.2% | -7.9% |
| 1Y | +12.3% | +41.5% | -29.2% | -2.1% |
| 3Y | +57.0% | +95.3% | -38.3% | +20.4% |
| 5Y | -4.3% | +108.1% | -112.5% | -28.9% |
| 10Y | +136.7% | +132.0% | +4.7% | +60.3% |
| All | +154.4% | +327.8% | -173.5% | +54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling