-30.5%
AR vs ARMK
+350.8%
-381.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | +2.5% | -2.4% | +4.9% | +3.4% |
| 30D | +14.8% | 0.0% | +14.8% | +14.6% |
| 3M | +6.2% | +6.7% | -0.4% | +3.3% |
| 6M | +4.3% | +38.8% | -34.5% | -9.3% |
| YTD | +14.4% | +55.2% | -40.8% | -5.1% |
| 1Y | +21.3% | +46.6% | -25.3% | +2.8% |
| 3Y | +39.8% | +112.9% | -73.1% | -0.3% |
| 5Y | +142.1% | +144.0% | -1.9% | +61.2% |
| 10Y | +52.0% | +132.4% | -80.4% | +3.4% |
| All | -30.5% | +350.8% | -381.3% | -57.9% |
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