+216.7%
ACWI vs ARMK
+123.7%
+93.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | -1.1% |
| 7D | -2.4% | -2.6% | +0.3% | -1.8% |
| 30D | -5.2% | -5.2% | 0.0% | -4.1% |
| 3M | -4.8% | -6.5% | +1.7% | -3.5% |
| 6M | -1.3% | +15.3% | -16.6% | -5.2% |
| YTD | +8.4% | +43.6% | -35.2% | -1.6% |
| 1Y | +11.0% | +42.1% | -31.0% | +0.9% |
| 3Y | +70.6% | +94.0% | -23.4% | +41.9% |
| 5Y | +55.3% | +96.3% | -40.9% | +27.0% |
| All | +216.7% | +123.7% | +93.0% | +158.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling