+149.1%
ARMK vs MDY
+47.1%
+102.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +2.0% |
| 7D | +1.7% | +1.0% | +0.7% | +0.8% |
| 30D | +3.1% | -3.1% | +6.2% | +6.1% |
| 3M | +9.2% | +1.8% | +7.4% | +7.3% |
| 6M | +43.7% | +10.8% | +32.9% | +30.7% |
| YTD | +57.4% | +14.4% | +42.9% | +38.9% |
| 1Y | +51.9% | +15.2% | +36.7% | +33.0% |
| 3Y | +125.4% | +51.2% | +74.2% | +50.9% |
| 5Y | +149.1% | +47.2% | +101.8% | +70.1% |
| All | +149.1% | +47.1% | +102.0% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 5y: compounded portfolio wealth divided by compounded MDY 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…
5y analysis · Full analysis span regression · 6 months rolling