+189.0%
ARMK vs TW
+211.2%
-22.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +0.3% | -0.5% | +0.8% | +0.5% |
| 30D | +2.4% | -0.6% | +3.0% | +2.5% |
| 3M | +6.1% | +3.4% | +2.6% | +3.9% |
| 6M | +41.8% | -18.4% | +60.2% | +50.9% |
| YTD | +55.5% | -3.9% | +59.4% | +54.9% |
| 1Y | +49.6% | -13.3% | +62.9% | +54.6% |
| 3Y | +122.8% | +20.8% | +101.9% | +94.9% |
| 5Y | +151.0% | +20.3% | +130.7% | +113.7% |
| All | +189.0% | +211.2% | -22.3% | +39.9% |
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