+99.1%
XYL vs ARMK
+131.1%
-32.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -6.0% | +7.1% | -13.1% | -7.9% |
| 30D | -8.3% | -1.6% | -6.7% | -8.3% |
| 3M | -22.6% | -10.5% | -12.0% | -20.4% |
| 6M | -15.0% | +11.8% | -26.8% | -18.4% |
| YTD | -30.2% | +47.3% | -77.4% | -38.4% |
| 1Y | -36.4% | +41.5% | -77.9% | -43.3% |
| 3Y | -0.9% | +95.3% | -96.2% | -21.0% |
| 5Y | -23.4% | +108.1% | -131.5% | -40.9% |
| All | +99.1% | +131.1% | -32.0% | +57.5% |
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