+594.1%
XYZ vs ARMK
+130.7%
+463.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | -2.2% | +2.8% | -5.0% | -3.5% |
| 30D | +11.6% | -1.8% | +13.4% | +11.9% |
| 3M | +8.4% | -10.9% | +19.3% | +13.9% |
| 6M | +17.2% | +21.2% | -4.1% | +4.7% |
| YTD | +31.7% | +47.0% | -15.3% | +6.9% |
| 1Y | +30.1% | +42.9% | -12.8% | +6.9% |
| 3Y | +66.4% | +95.0% | -28.5% | +15.9% |
| 5Y | -62.2% | +106.2% | -168.4% | -73.6% |
| All | +594.1% | +130.7% | +463.4% | +399.9% |
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