+14.3%
A vs ARMK
+106.7%
-92.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.5% | +2.7% | -3.1% | -1.4% |
| 30D | 0.0% | -1.5% | +1.5% | +0.4% |
| 3M | +16.7% | -11.6% | +28.3% | +21.7% |
| 6M | +54.8% | +6.7% | +48.1% | +49.9% |
| YTD | +28.8% | +47.4% | -18.6% | +9.3% |
| 1Y | +19.3% | +41.5% | -22.2% | +2.8% |
| 3Y | +65.5% | +95.5% | -30.0% | +23.0% |
| All | +14.3% | +106.7% | -92.4% | -21.3% |
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