+118.3%
ALL vs ARMK
+96.4%
+21.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | 0.0% | +7.1% | -7.1% | -1.2% |
| 30D | +12.8% | -1.6% | +14.5% | +12.9% |
| 3M | +4.7% | -10.5% | +15.2% | +6.7% |
| 6M | +24.9% | +11.8% | +13.2% | +21.1% |
| YTD | +30.0% | +47.3% | -17.3% | +17.4% |
| 1Y | +29.9% | +41.5% | -11.5% | +18.5% |
| All | +118.3% | +96.4% | +21.9% | +94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling