+281.0%
ARMK vs MDY
+242.0%
+39.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.6% |
| 7D | +2.8% | +0.2% | +2.6% | +2.6% |
| 30D | -1.8% | +2.1% | -3.9% | -3.8% |
| 3M | -10.9% | -3.6% | -7.2% | -7.4% |
| 6M | +21.2% | +1.7% | +19.6% | +18.8% |
| YTD | +47.0% | +13.8% | +33.2% | +27.9% |
| 1Y | +42.9% | +15.5% | +27.3% | +22.3% |
| 3Y | +95.0% | +58.3% | +36.7% | +16.8% |
| 5Y | +106.2% | +37.4% | +68.8% | +43.7% |
| 10Y | +131.6% | +171.0% | -39.4% | -15.0% |
| All | +281.0% | +242.0% | +39.0% | +17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling