+324.5%
A vs ARMK
+350.8%
-26.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | -1.9% | -2.4% | +0.5% | -1.4% |
| 30D | +6.9% | 0.0% | +6.9% | +6.7% |
| 3M | +9.2% | +6.7% | +2.6% | +7.3% |
| 6M | +25.7% | +38.8% | -13.1% | +15.5% |
| YTD | +11.5% | +55.2% | -43.6% | -0.3% |
| 1Y | +18.4% | +46.6% | -28.2% | +7.1% |
| 3Y | +26.6% | +112.9% | -86.3% | +4.1% |
| 5Y | -12.8% | +144.0% | -156.8% | -31.2% |
| 10Y | +247.2% | +132.4% | +114.8% | +190.3% |
| All | +324.5% | +350.8% | -26.4% | +210.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling