+162.2%
ARM vs ARMK
+95.6%
+66.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -3.9% | -9.2% | -10.2% |
| 7D | -27.1% | -10.2% | -16.9% | -20.7% |
| 30D | -44.9% | -9.3% | -35.6% | -40.4% |
| 3M | -39.3% | -11.4% | -27.9% | -33.4% |
| 6M | -20.2% | +11.6% | -31.8% | -26.3% |
| YTD | +52.5% | +37.5% | +15.0% | +21.2% |
| 1Y | +4.1% | +34.9% | -30.8% | -16.6% |
| 3Y | +211.7% | +83.4% | +128.2% | +91.8% |
| All | +162.2% | +95.6% | +66.6% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling