+124.9%
ARMK vs TDY
+44.8%
+80.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.6% |
| 7D | +0.3% | -1.8% | +2.2% | +1.0% |
| 30D | +2.4% | -13.8% | +16.1% | +7.7% |
| 3M | +6.1% | -3.9% | +9.9% | +7.1% |
| 6M | +41.8% | -9.0% | +50.8% | +45.7% |
| YTD | +55.5% | +16.5% | +39.0% | +44.6% |
| 1Y | +49.6% | +9.3% | +40.3% | +42.3% |
| All | +124.9% | +44.8% | +80.1% | +96.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling