+124.3%
ARMK vs MKTX
-25.2%
+149.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -0.9% | -0.2% | -0.8% | -0.9% |
| 30D | -5.9% | +0.8% | -6.8% | -6.0% |
| 3M | +6.7% | +41.1% | -34.4% | +4.7% |
| 6M | +42.5% | -9.5% | +52.1% | +44.3% |
| YTD | +55.1% | -8.7% | +63.8% | +56.7% |
| 1Y | +50.3% | -10.0% | +60.3% | +51.9% |
| All | +124.3% | -25.2% | +149.6% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 3y: compounded portfolio wealth divided by compounded MKTX 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…
3y analysis · Full analysis span regression · 6 months rolling