+208.6%
B vs ARMK
+125.8%
+82.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.9% | -5.2% | -6.0% |
| 7D | +7.1% | -0.7% | +7.8% | +7.1% |
| 30D | -3.3% | -1.3% | -2.0% | -3.3% |
| 3M | -2.5% | -2.5% | -0.1% | -2.4% |
| 6M | -7.2% | +20.8% | -28.0% | -8.6% |
| YTD | -7.4% | +48.2% | -55.5% | -10.0% |
| 1Y | +16.4% | +45.7% | -29.3% | +13.2% |
| 3Y | +178.7% | +96.6% | +82.2% | +166.0% |
| 5Y | +121.7% | +106.6% | +15.1% | +110.7% |
| 10Y | +208.6% | +132.6% | +76.0% | +190.1% |
| All | +208.6% | +125.8% | +82.8% | +190.1% |
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