+144.3%
ARMK vs TDY
+479.2%
-334.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +1.9% | +2.3% |
| 7D | +3.1% | -1.1% | +4.2% | +3.9% |
| 30D | -2.8% | -12.0% | +9.3% | +5.8% |
| 3M | +7.6% | -3.2% | +10.8% | +9.2% |
| 6M | +47.9% | -7.9% | +55.8% | +54.1% |
| YTD | +60.0% | +18.2% | +41.8% | +39.3% |
| 1Y | +52.2% | +6.7% | +45.6% | +41.6% |
| 3Y | +131.4% | +47.5% | +83.9% | +65.6% |
| 5Y | +163.2% | +39.5% | +123.7% | +92.1% |
| All | +144.3% | +479.2% | -334.9% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling