+302.2%
ARMK vs IAG
+443.2%
-141.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.8% |
| 7D | -2.4% | -0.5% | -1.9% | -2.4% |
| 30D | 0.0% | +28.9% | -28.9% | -0.7% |
| 3M | +6.7% | +19.1% | -12.5% | +6.0% |
| 6M | +38.8% | -10.3% | +49.1% | +38.8% |
| YTD | +55.2% | +24.2% | +31.0% | +53.9% |
| 1Y | +46.6% | +116.5% | -69.9% | +43.3% |
| 3Y | +112.9% | +742.8% | -629.9% | +101.9% |
| 5Y | +144.0% | +753.3% | -609.4% | +129.1% |
| 10Y | +132.4% | +403.2% | -270.8% | +122.0% |
| All | +302.2% | +443.2% | -141.1% | +291.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling