+248.9%
A vs ARMK
+134.7%
+114.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.2% |
| 7D | -4.4% | +0.3% | -4.7% | -4.5% |
| 30D | -2.7% | +2.4% | -5.0% | -3.3% |
| 3M | +7.0% | +6.1% | +1.0% | +5.4% |
| 6M | +24.6% | +41.8% | -17.1% | +14.6% |
| YTD | +7.0% | +55.5% | -48.5% | -3.7% |
| 1Y | +15.6% | +49.6% | -34.0% | +4.8% |
| 3Y | +29.9% | +122.8% | -92.9% | +7.4% |
| 5Y | -15.4% | +151.0% | -166.4% | -32.2% |
| 10Y | +248.9% | +137.9% | +110.9% | +216.9% |
| All | +248.9% | +134.7% | +114.1% | +216.9% |
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