+222.7%
B vs ARMK
+130.7%
+92.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -2.7% | +2.8% | -5.5% | -2.9% |
| 30D | -4.3% | -1.8% | -2.6% | -4.2% |
| 3M | -2.3% | -10.9% | +8.6% | -1.5% |
| 6M | -16.2% | +21.2% | -37.5% | -17.5% |
| YTD | -8.8% | +47.0% | -55.8% | -11.4% |
| 1Y | +11.4% | +42.9% | -31.5% | +8.4% |
| 3Y | +174.3% | +95.0% | +79.3% | +162.0% |
| 5Y | +116.2% | +106.2% | +9.9% | +105.6% |
| 10Y | +222.7% | +131.6% | +91.1% | +204.8% |
| All | +222.7% | +130.7% | +92.0% | +204.8% |
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