+302.2%
ARMK vs TKO
+1,518.4%
-1,216.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.5% |
| 7D | -2.4% | +0.7% | -3.1% | -2.6% |
| 30D | 0.0% | +1.6% | -1.6% | -0.4% |
| 3M | +6.7% | -7.8% | +14.4% | +8.1% |
| 6M | +38.8% | -13.3% | +52.1% | +42.2% |
| YTD | +55.2% | -10.3% | +65.5% | +57.7% |
| 1Y | +46.6% | -0.6% | +47.2% | +45.6% |
| 3Y | +112.9% | +88.5% | +24.4% | +83.6% |
| 5Y | +144.0% | +284.7% | -140.8% | +81.2% |
| 10Y | +132.4% | +905.7% | -773.3% | +55.2% |
| All | +302.2% | +1,518.4% | -1,216.3% | +136.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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