+254.0%
ACWI vs ARMK
+299.4%
-45.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.9% | +0.1% | -2.8% |
| 7D | -4.0% | -10.2% | +6.2% | -1.4% |
| 30D | -5.8% | -9.3% | +3.5% | -3.6% |
| 3M | -5.0% | -11.4% | +6.4% | -2.4% |
| 6M | +0.7% | +11.6% | -10.9% | -2.6% |
| YTD | +8.4% | +37.5% | -29.0% | -0.7% |
| 1Y | +10.1% | +34.9% | -24.8% | +1.2% |
| 3Y | +70.8% | +83.4% | -12.7% | +43.4% |
| 5Y | +55.4% | +87.9% | -32.5% | +27.9% |
| 10Y | +223.3% | +117.0% | +106.3% | +152.0% |
| All | +254.0% | +299.4% | -45.4% | +149.1% |
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