+271.5%
XYL vs ARMK
+350.8%
-79.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.8% |
| 7D | -5.0% | -2.4% | -2.6% | -4.4% |
| 30D | -13.2% | 0.0% | -13.2% | -13.3% |
| 3M | -3.7% | +6.7% | -10.4% | -5.6% |
| 6M | -17.7% | +38.8% | -56.5% | -25.6% |
| YTD | -21.5% | +55.2% | -76.7% | -31.6% |
| 1Y | -24.5% | +46.6% | -71.1% | -33.2% |
| 3Y | +6.9% | +112.9% | -106.0% | -16.7% |
| 5Y | -18.1% | +144.0% | -162.0% | -39.6% |
| 10Y | +134.7% | +132.4% | +2.3% | +75.4% |
| All | +271.5% | +350.8% | -79.4% | +140.0% |
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