+38.2%
ARMK vs WOLF
+32.2%
+6.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +16.8% | -12.4% | +3.6% |
| 7D | -2.6% | +8.2% | -10.9% | -3.1% |
| 30D | -5.2% | -24.2% | +19.0% | -4.4% |
| 3M | -6.5% | -13.8% | +7.3% | -6.4% |
| 6M | +15.3% | -44.8% | +60.0% | +15.8% |
| YTD | +43.6% | +36.6% | +6.9% | +35.4% |
| 1Y | +42.1% | +27.6% | +14.5% | +33.9% |
| All | +38.2% | +32.2% | +6.0% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling