+34.3%
ARM vs ARMK
+42.9%
-8.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.9% |
| 7D | +19.8% | +7.1% | +12.7% | +14.2% |
| 30D | -21.8% | -1.6% | -20.1% | -20.6% |
| 3M | -26.5% | -10.5% | -16.0% | -21.8% |
| 6M | -3.9% | +11.8% | -15.7% | -9.0% |
| YTD | +82.8% | +47.3% | +35.5% | +59.0% |
| 1Y | +34.3% | +41.5% | -7.2% | +15.9% |
| All | +34.3% | +42.9% | -8.6% | +15.9% |
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 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