+545.4%
ALL vs ARMK
+350.8%
+194.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.1% |
| 7D | 0.0% | -2.4% | +2.4% | +0.6% |
| 30D | -1.5% | 0.0% | -1.5% | -1.7% |
| 3M | +23.6% | +6.7% | +17.0% | +21.4% |
| 6M | +22.3% | +38.8% | -16.5% | +12.2% |
| YTD | +26.5% | +55.2% | -28.7% | +12.6% |
| 1Y | +27.0% | +46.6% | -19.6% | +14.5% |
| 3Y | +149.6% | +112.9% | +36.7% | +102.4% |
| 5Y | +118.1% | +144.0% | -25.9% | +68.3% |
| 10Y | +369.0% | +132.4% | +236.5% | +255.7% |
| All | +545.4% | +350.8% | +194.6% | +349.0% |
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 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