+533.2%
XYZ vs ARMK
+173.6%
+359.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.3% |
| 7D | -1.0% | -2.4% | +1.4% | +0.2% |
| 30D | -1.7% | 0.0% | -1.7% | -2.0% |
| 3M | +16.7% | +6.7% | +10.1% | +12.6% |
| 6M | +26.9% | +38.8% | -12.0% | +6.6% |
| YTD | +27.1% | +55.2% | -28.0% | +1.1% |
| 1Y | +9.3% | +46.6% | -37.4% | -10.9% |
| 3Y | +42.3% | +112.9% | -70.6% | -4.5% |
| 5Y | -69.3% | +144.0% | -213.3% | -79.9% |
| 10Y | +586.8% | +132.4% | +454.4% | +373.7% |
| All | +533.2% | +173.6% | +359.6% | +285.9% |
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 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