-36.3%
AR vs ARMK
+317.2%
-353.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.5% | -5.3% | -2.5% |
| 7D | -14.3% | -2.6% | -11.6% | -13.4% |
| 30D | +1.4% | -5.2% | +6.6% | +3.3% |
| 3M | +3.4% | -6.5% | +9.9% | +5.5% |
| 6M | -2.1% | +15.3% | -17.3% | -8.3% |
| YTD | +4.7% | +43.6% | -38.9% | -10.8% |
| 1Y | +10.6% | +42.1% | -31.5% | -5.5% |
| 3Y | +24.6% | +94.0% | -69.4% | -8.1% |
| 5Y | +71.9% | +96.3% | -24.4% | +24.3% |
| 10Y | +46.4% | +126.7% | -80.3% | +1.3% |
| All | -36.3% | +317.2% | -353.5% | -60.4% |
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