+86.1%
ARM vs ARMK
+47.4%
+38.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +4.3% |
| 7D | +5.5% | -2.4% | +7.9% | +6.5% |
| 30D | -8.2% | 0.0% | -8.2% | -8.1% |
| 3M | -35.9% | +6.7% | -42.6% | -37.7% |
| 6M | +103.1% | +38.8% | +64.3% | +74.9% |
| YTD | +130.6% | +55.2% | +75.4% | +97.9% |
| 1Y | +86.1% | +46.6% | +39.5% | +63.2% |
| All | +86.1% | +47.4% | +38.7% | +63.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling