+40.3%
ARMK vs IAG
+56.5%
-16.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +10.2% | -14.4% | -4.9% |
| 7D | -5.8% | +1.1% | -6.9% | -5.9% |
| 30D | -5.3% | -5.3% | 0.0% | -4.9% |
| 3M | -6.7% | +18.0% | -24.8% | -7.9% |
| 6M | +17.4% | +7.1% | +10.3% | +16.0% |
| YTD | +43.0% | +5.9% | +37.1% | +44.1% |
| 1Y | +40.3% | +59.4% | -19.1% | +38.6% |
| All | +40.3% | +56.5% | -16.2% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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