+166.1%
B vs ARMK
+91.9%
+74.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -3.9% | -0.5% |
| 7D | +9.6% | -2.6% | +12.2% | +10.1% |
| 30D | +3.5% | -5.2% | +8.7% | +4.7% |
| 3M | -1.6% | -6.5% | +4.9% | -0.3% |
| 6M | -1.7% | +15.3% | -16.9% | -5.7% |
| YTD | -5.3% | +43.6% | -48.9% | -14.4% |
| 1Y | +27.2% | +42.1% | -14.8% | +15.2% |
| 3Y | +166.1% | +94.0% | +72.1% | +122.7% |
| All | +166.1% | +91.9% | +74.2% | +122.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling