+599.5%
XYZ vs ARMK
+123.7%
+475.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.7% | -0.5% |
| 7D | +12.1% | -2.6% | +14.8% | +13.2% |
| 30D | +12.4% | -5.2% | +17.6% | +14.6% |
| 3M | +8.2% | -6.5% | +14.7% | +10.7% |
| 6M | +20.7% | +15.3% | +5.4% | +10.6% |
| YTD | +31.3% | +43.6% | -12.3% | +7.7% |
| 1Y | +20.5% | +42.1% | -21.5% | -0.8% |
| 3Y | +72.6% | +94.0% | -21.4% | +20.4% |
| 5Y | -64.0% | +96.3% | -160.2% | -74.4% |
| All | +599.5% | +123.7% | +475.8% | +409.4% |
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