-12.0%
A vs ARMK
+144.6%
-156.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.9% |
| 7D | -1.9% | -2.4% | +0.5% | -1.1% |
| 30D | +6.9% | 0.0% | +6.9% | +6.6% |
| 3M | +9.2% | +6.7% | +2.6% | +6.4% |
| 6M | +25.7% | +38.8% | -13.1% | +10.7% |
| YTD | +11.5% | +55.2% | -43.6% | -5.9% |
| 1Y | +18.4% | +46.6% | -28.2% | +1.8% |
| 3Y | +26.6% | +112.9% | -86.3% | -6.5% |
| All | -12.0% | +144.6% | -156.7% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling