+51.4%
ARMK vs WOLF
+60.4%
-9.0%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.3% |
| 7D | +1.7% | +9.8% | -8.1% | +1.4% |
| 30D | +3.1% | -12.1% | +15.3% | +3.5% |
| 3M | +9.2% | -47.9% | +57.1% | +11.6% |
| 6M | +43.7% | +74.3% | -30.6% | +35.2% |
| YTD | +57.4% | +65.9% | -8.5% | +47.8% |
| All | +51.4% | +60.4% | -9.0% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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