+302.2%
ARMK vs MKTX
+190.6%
+111.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | 0.0% | +1.1% | -1.1% | -0.2% |
| 3M | +6.7% | +36.1% | -29.4% | -0.2% |
| 6M | +38.8% | -12.9% | +51.7% | +41.6% |
| YTD | +55.2% | -8.5% | +63.7% | +56.6% |
| 1Y | +46.6% | -7.5% | +54.2% | +47.3% |
| 3Y | +112.9% | -28.3% | +141.2% | +119.6% |
| 5Y | +144.0% | -63.3% | +207.3% | +184.8% |
| 10Y | +132.4% | +4.5% | +127.9% | +97.5% |
| All | +302.2% | +190.6% | +111.6% | +178.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling