+184.5%
ARMK vs TRU
+238.0%
-53.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.9% | +5.1% | +1.5% |
| 7D | -2.4% | -6.8% | +4.4% | +0.3% |
| 30D | 0.0% | 0.0% | 0.0% | -0.2% |
| 3M | +6.7% | +13.3% | -6.6% | +0.1% |
| 6M | +38.8% | +3.4% | +35.4% | +34.2% |
| YTD | +55.2% | -6.4% | +61.6% | +54.9% |
| 1Y | +46.6% | -9.7% | +56.3% | +47.3% |
| 3Y | +112.9% | +0.1% | +112.7% | +91.6% |
| 5Y | +144.0% | -34.0% | +178.0% | +165.7% |
| 10Y | +132.4% | +147.9% | -15.5% | +57.2% |
| All | +184.5% | +238.0% | -53.5% | +77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling