-17.1%
XYL vs ARMK
+144.6%
-161.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.7% |
| 7D | -5.0% | -2.4% | -2.6% | -4.3% |
| 30D | -13.2% | 0.0% | -13.2% | -13.3% |
| 3M | -3.7% | +6.7% | -10.4% | -5.9% |
| 6M | -17.7% | +38.8% | -56.5% | -26.8% |
| YTD | -21.5% | +55.2% | -76.7% | -33.1% |
| 1Y | -24.5% | +46.6% | -71.1% | -34.4% |
| 3Y | +6.9% | +112.9% | -106.0% | -21.7% |
| All | -17.1% | +144.6% | -161.7% | -43.8% |
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