+97.4%
AR vs ARMK
+106.7%
-9.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +7.4% | +2.7% | +4.7% | +6.3% |
| 30D | +5.8% | -1.5% | +7.2% | +6.1% |
| 3M | +5.2% | -11.6% | +16.8% | +9.7% |
| 6M | +5.4% | +6.7% | -1.3% | +1.9% |
| YTD | +12.4% | +47.4% | -35.0% | -6.1% |
| 1Y | +12.8% | +41.5% | -28.7% | -4.2% |
| 3Y | +47.2% | +95.5% | -48.4% | +3.0% |
| All | +97.4% | +106.7% | -9.3% | +28.6% |
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