+24.0%
B vs ARMK
+46.1%
-22.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.2% | 0.0% | +3.3% |
| 7D | +11.3% | +0.9% | +10.4% | +10.9% |
| 30D | +2.9% | -0.4% | +3.3% | +3.0% |
| 3M | -2.9% | -2.0% | -0.9% | -2.7% |
| 6M | -1.2% | +22.0% | -23.2% | -6.8% |
| YTD | -1.3% | +49.6% | -50.9% | -12.6% |
| All | +24.0% | +46.1% | -22.1% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling