+145.0%
ALL vs ARMK
+96.3%
+48.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.5% | -8.9% | -5.5% |
| 7D | -1.9% | -2.6% | +0.7% | -1.4% |
| 30D | +13.8% | -5.2% | +19.0% | +15.0% |
| 3M | -7.0% | -6.5% | -0.5% | -5.9% |
| 6M | +18.0% | +15.3% | +2.8% | +12.3% |
| YTD | +24.2% | +43.6% | -19.4% | +10.4% |
| 1Y | +31.2% | +42.1% | -10.9% | +17.0% |
| 3Y | +107.5% | +94.0% | +13.5% | +65.5% |
| All | +145.0% | +96.3% | +48.7% | +91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling