+151.0%
ARMK vs TW
+20.0%
+130.9%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | +2.4% | -0.6% | +3.0% | +2.4% |
| 3M | +6.1% | +3.4% | +2.6% | +4.7% |
| 6M | +41.8% | -18.4% | +60.2% | +48.1% |
| YTD | +55.5% | -3.9% | +59.4% | +55.2% |
| 1Y | +49.6% | -13.3% | +62.9% | +53.3% |
| 3Y | +122.8% | +20.8% | +101.9% | +104.0% |
| 5Y | +151.0% | +20.3% | +130.7% | +124.7% |
| All | +151.0% | +20.0% | +130.9% | +124.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling