+323.8%
A vs ARMK
+131.1%
+192.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.2% | -1.1% | +2.1% |
| 7D | +4.8% | +0.9% | +3.8% | +4.5% |
| 30D | +5.6% | -0.4% | +6.0% | +5.7% |
| 3M | +23.6% | -2.0% | +25.6% | +23.8% |
| 6M | +56.4% | +22.0% | +34.4% | +48.7% |
| YTD | +33.4% | +49.6% | -16.2% | +21.0% |
| 1Y | +23.7% | +46.4% | -22.7% | +12.7% |
| 3Y | +71.0% | +103.2% | -32.2% | +44.2% |
| 5Y | +16.8% | +108.1% | -91.3% | -3.0% |
| 10Y | +323.8% | +129.4% | +194.4% | +286.4% |
| All | +323.8% | +131.1% | +192.7% | +286.4% |
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