+94.0%
ARMK vs IAG
+621.5%
-527.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +7.2% | -2.7% | +3.9% |
| 7D | -2.6% | +21.4% | -24.1% | -4.2% |
| 30D | -5.2% | +4.0% | -9.2% | -5.6% |
| 3M | -6.5% | +17.0% | -23.5% | -7.9% |
| 6M | +15.3% | +1.4% | +13.9% | +14.4% |
| YTD | +43.6% | +13.8% | +29.8% | +40.6% |
| 1Y | +42.1% | +55.8% | -13.8% | +35.4% |
| 3Y | +94.0% | +647.4% | -553.4% | +55.0% |
| All | +94.0% | +621.5% | -527.5% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling