+155.2%
ARMK vs TDY
+34.3%
+120.9%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -0.9% | -1.9% | +1.0% | 0.0% |
| 30D | -5.9% | -12.5% | +6.6% | +0.3% |
| 3M | +6.7% | -0.8% | +7.5% | +6.5% |
| 6M | +42.5% | -9.0% | +51.5% | +48.0% |
| YTD | +55.1% | +16.8% | +38.3% | +40.5% |
| 1Y | +50.3% | +9.5% | +40.9% | +40.4% |
| 3Y | +122.2% | +45.4% | +76.8% | +73.4% |
| 5Y | +155.2% | +37.8% | +117.4% | +98.8% |
| All | +155.2% | +34.3% | +120.9% | +98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling