+227.1%
ACWI vs ARMK
+130.7%
+96.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | -0.7% | +2.8% | -3.5% | -1.3% |
| 30D | -2.0% | -1.8% | -0.2% | -1.7% |
| 3M | -2.2% | -10.9% | +8.7% | +0.4% |
| 6M | +1.9% | +21.2% | -19.4% | -3.4% |
| YTD | +12.0% | +47.0% | -35.0% | +1.0% |
| 1Y | +12.5% | +42.9% | -30.3% | +2.2% |
| 3Y | +75.4% | +95.0% | -19.6% | +45.7% |
| 5Y | +61.5% | +106.2% | -44.7% | +30.6% |
| 10Y | +227.1% | +131.6% | +95.5% | +165.5% |
| All | +227.1% | +130.7% | +96.4% | +165.5% |
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