+136.8%
ARMK vs ITOT
+300.1%
-163.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | +0.4% |
| 7D | -0.9% | -2.0% | +1.1% | +1.3% |
| 30D | -5.9% | -2.0% | -4.0% | -4.0% |
| 3M | +6.7% | +4.5% | +2.2% | +1.3% |
| 6M | +42.5% | +12.6% | +29.9% | +24.6% |
| YTD | +55.1% | +12.0% | +43.1% | +36.4% |
| 1Y | +50.3% | +17.3% | +33.1% | +25.4% |
| 3Y | +122.2% | +75.2% | +46.9% | +16.7% |
| 5Y | +155.2% | +74.0% | +81.1% | +34.8% |
| All | +136.8% | +300.1% | -163.3% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 10y: compounded portfolio wealth divided by compounded ITOT 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…
10y analysis · Full analysis span regression · 6 months rolling