+307.8%
ARMK vs TDY
+587.4%
-279.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +2.0% |
| 7D | +1.7% | -0.9% | +2.6% | +2.2% |
| 30D | +3.1% | -12.5% | +15.6% | +12.0% |
| 3M | +9.2% | -1.2% | +10.4% | +9.3% |
| 6M | +43.7% | -6.6% | +50.2% | +48.1% |
| YTD | +57.4% | +18.5% | +38.9% | +38.1% |
| 1Y | +51.9% | +10.8% | +41.1% | +38.5% |
| 3Y | +125.4% | +47.5% | +77.9% | +65.2% |
| 5Y | +149.1% | +35.8% | +113.3% | +89.9% |
| 10Y | +135.4% | +459.0% | -323.5% | -8.0% |
| All | +307.8% | +587.4% | -279.6% | +39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling