+125.4%
ARMK vs TRU
-1.9%
+127.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.2% | +2.0% |
| 7D | +1.7% | -7.2% | +8.9% | +3.3% |
| 30D | +3.1% | -2.8% | +5.9% | +3.6% |
| 3M | +9.2% | +13.0% | -3.8% | +5.6% |
| 6M | +43.7% | +0.7% | +43.0% | +42.2% |
| YTD | +57.4% | -9.0% | +66.4% | +58.9% |
| 1Y | +51.9% | -16.3% | +68.2% | +56.1% |
| 3Y | +125.4% | -1.1% | +126.5% | +153.7% |
| All | +125.4% | -1.9% | +127.3% | +153.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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