+302.2%
ARMK vs MDY
+246.2%
+56.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | -2.4% | +0.1% | -2.5% | -2.6% |
| 30D | 0.0% | -1.5% | +1.5% | +1.6% |
| 3M | +6.7% | +0.8% | +5.9% | +5.6% |
| 6M | +38.8% | +7.4% | +31.4% | +28.3% |
| YTD | +55.2% | +15.2% | +40.0% | +33.3% |
| 1Y | +46.6% | +16.5% | +30.1% | +24.1% |
| 3Y | +112.9% | +46.8% | +66.1% | +38.5% |
| 5Y | +144.0% | +46.0% | +97.9% | +59.0% |
| 10Y | +132.4% | +172.1% | -39.6% | -15.4% |
| All | +302.2% | +246.2% | +56.0% | +22.4% |
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