+214.8%
B vs ARMK
+131.4%
+83.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -7.3% | +2.7% | -10.0% | -7.5% |
| 30D | -3.3% | -1.5% | -1.9% | -3.3% |
| 3M | -7.8% | -11.6% | +3.8% | -7.0% |
| 6M | -15.5% | +6.7% | -22.3% | -16.0% |
| YTD | -12.3% | +47.4% | -59.7% | -14.7% |
| 1Y | +5.4% | +41.5% | -36.1% | +2.7% |
| 3Y | +165.5% | +95.5% | +70.0% | +153.6% |
| 5Y | +107.0% | +108.4% | -1.3% | +96.8% |
| All | +214.8% | +131.4% | +83.5% | +196.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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