+108.1%
ARMK vs TW
+37.9%
+70.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.1% |
| 7D | +0.9% | +3.4% | -2.5% | +0.2% |
| 30D | -0.4% | +15.5% | -15.8% | -3.4% |
| 3M | -2.0% | +25.1% | -27.1% | -6.8% |
| 6M | +22.0% | +18.2% | +3.8% | +17.0% |
| YTD | +49.6% | +19.7% | +29.9% | +42.2% |
| 1Y | +46.4% | +18.1% | +28.2% | +39.6% |
| 3Y | +103.2% | +40.5% | +62.7% | +81.6% |
| 5Y | +108.1% | +37.1% | +71.0% | +75.3% |
| All | +108.1% | +37.9% | +70.2% | +75.3% |
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