+121.6%
ARMK vs IAG
+790.4%
-668.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.7% |
| 7D | -2.4% | -0.5% | -1.9% | -2.4% |
| 30D | 0.0% | +28.9% | -28.9% | -2.0% |
| 3M | +6.7% | +19.1% | -12.5% | +4.9% |
| 6M | +38.8% | -10.3% | +49.1% | +38.9% |
| YTD | +55.2% | +24.2% | +31.0% | +51.2% |
| 1Y | +46.6% | +116.5% | -69.9% | +35.4% |
| All | +121.6% | +790.4% | -668.8% | +81.0% |
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