+392.5%
A vs ARMK
+317.2%
+75.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.7% | +0.6% |
| 7D | -0.1% | -2.6% | +2.6% | +0.5% |
| 30D | +3.4% | -5.2% | +8.5% | +4.6% |
| 3M | +23.8% | -6.5% | +30.3% | +25.5% |
| 6M | +49.0% | +15.3% | +33.7% | +43.2% |
| YTD | +29.4% | +43.6% | -14.2% | +17.6% |
| 1Y | +19.4% | +42.1% | -22.7% | +8.8% |
| 3Y | +66.2% | +94.0% | -27.8% | +39.6% |
| 5Y | +15.8% | +96.3% | -80.5% | -4.2% |
| 10Y | +326.1% | +126.7% | +199.4% | +254.6% |
| All | +392.5% | +317.2% | +75.3% | +266.0% |
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