+12.5%
A vs ARMK
+96.3%
-83.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.7% | +0.1% |
| 7D | -0.1% | -2.6% | +2.6% | +0.8% |
| 30D | +3.4% | -5.2% | +8.5% | +5.3% |
| 3M | +23.8% | -6.5% | +30.3% | +26.2% |
| 6M | +49.0% | +15.3% | +33.7% | +39.6% |
| YTD | +29.4% | +43.6% | -14.2% | +10.8% |
| 1Y | +19.4% | +42.1% | -22.7% | +2.6% |
| 3Y | +66.2% | +94.0% | -27.8% | +23.8% |
| All | +12.5% | +96.3% | -83.8% | -21.4% |
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 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