+5.6%
XYL vs ARMK
+91.9%
-86.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.5% | -6.7% | -3.1% |
| 7D | +5.9% | -2.6% | +8.5% | +6.4% |
| 30D | -3.9% | -5.2% | +1.3% | -3.1% |
| 3M | -18.7% | -6.5% | -12.2% | -17.8% |
| 6M | -16.9% | +15.3% | -32.1% | -20.4% |
| YTD | -27.4% | +43.6% | -71.0% | -34.5% |
| 1Y | -34.0% | +42.1% | -76.1% | -40.4% |
| 3Y | +5.6% | +94.0% | -88.4% | -11.1% |
| All | +5.6% | +91.9% | -86.4% | -11.1% |
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 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