+214.0%
ARM vs ARMK
+83.8%
+130.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -3.9% | -9.2% | -10.2% |
| 7D | -27.1% | -10.2% | -16.9% | -20.8% |
| 30D | -44.9% | -9.3% | -35.6% | -40.5% |
| 3M | -39.3% | -11.4% | -27.9% | -33.4% |
| 6M | -20.2% | +11.6% | -31.8% | -26.2% |
| YTD | +52.5% | +37.5% | +15.0% | +21.3% |
| 1Y | +4.1% | +34.9% | -30.8% | -16.5% |
| All | +214.0% | +83.8% | +130.2% | +98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling