+173.9%
ARMK vs TW
+301.3%
-127.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +2.7% | +3.9% | -1.3% | +1.3% |
| 30D | -1.5% | +19.9% | -21.4% | -7.6% |
| 3M | -11.6% | +25.9% | -37.5% | -18.7% |
| 6M | +6.7% | +21.1% | -14.4% | -1.3% |
| YTD | +47.4% | +23.9% | +23.5% | +34.0% |
| 1Y | +41.5% | +21.2% | +20.2% | +29.6% |
| 3Y | +95.5% | +44.8% | +50.8% | +61.3% |
| 5Y | +108.4% | +41.4% | +67.0% | +69.8% |
| All | +173.9% | +301.3% | -127.5% | +21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling