+282.1%
ARMK vs ITOT
+401.3%
-119.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +2.7% | +2.5% | +0.2% | +0.1% |
| 30D | -1.5% | -1.7% | +0.2% | +0.3% |
| 3M | -11.6% | -3.4% | -8.2% | -8.4% |
| 6M | +6.7% | +2.1% | +4.6% | +3.9% |
| YTD | +47.4% | +11.5% | +35.9% | +30.9% |
| 1Y | +41.5% | +13.6% | +27.9% | +23.0% |
| 3Y | +95.5% | +77.2% | +18.3% | +4.4% |
| 5Y | +108.4% | +64.4% | +44.0% | +20.8% |
| 10Y | +132.3% | +288.6% | -156.3% | -38.5% |
| All | +282.1% | +401.3% | -119.2% | -18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling