+159.2%
ARMK vs MKTX
-60.5%
+219.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.2% | +3.2% |
| 7D | +3.1% | -0.2% | +3.3% | +3.2% |
| 30D | -2.8% | +0.7% | -3.5% | -2.9% |
| 3M | +7.6% | +40.8% | -33.2% | +1.6% |
| 6M | +47.9% | -8.0% | +55.9% | +50.0% |
| YTD | +60.0% | -8.7% | +68.8% | +62.3% |
| 1Y | +52.2% | -11.8% | +64.1% | +55.2% |
| 3Y | +131.4% | -24.0% | +155.4% | +135.0% |
| All | +159.2% | -60.5% | +219.6% | +184.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling