+40.3%
ARMK vs TW
+20.8%
+19.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.0% | -5.2% | -4.2% |
| 7D | -5.8% | +6.0% | -11.8% | -5.8% |
| 30D | -5.3% | +18.6% | -23.8% | -5.5% |
| 3M | -6.7% | +26.5% | -33.3% | -7.2% |
| 6M | +17.4% | +13.1% | +4.2% | +17.7% |
| YTD | +43.0% | +18.5% | +24.5% | +41.8% |
| 1Y | +40.3% | +21.7% | +18.6% | +38.8% |
| All | +40.3% | +20.8% | +19.6% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling