+188.3%
ARMK vs TW
+221.1%
-32.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | -2.4% | -2.3% | -0.1% | -1.6% |
| 30D | 0.0% | +3.9% | -3.9% | -1.4% |
| 3M | +6.7% | +5.7% | +1.0% | +3.7% |
| 6M | +38.8% | -14.5% | +53.3% | +45.3% |
| YTD | +55.2% | -0.9% | +56.0% | +52.9% |
| 1Y | +46.6% | -13.5% | +60.1% | +51.9% |
| 3Y | +112.9% | +25.0% | +87.9% | +84.1% |
| 5Y | +144.0% | +22.7% | +121.3% | +106.6% |
| All | +188.3% | +221.1% | -32.8% | +38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling