+211.3%
B vs ARMK
+317.2%
-105.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -3.9% | +0.3% |
| 7D | +9.6% | -2.6% | +12.2% | +9.7% |
| 30D | +3.5% | -5.2% | +8.7% | +3.8% |
| 3M | -1.6% | -6.5% | +4.9% | -1.3% |
| 6M | -1.7% | +15.3% | -16.9% | -2.5% |
| YTD | -5.3% | +43.6% | -48.9% | -7.1% |
| 1Y | +27.2% | +42.1% | -14.8% | +24.9% |
| 3Y | +166.1% | +94.0% | +72.1% | +158.4% |
| 5Y | +136.5% | +96.3% | +40.2% | +129.2% |
| 10Y | +172.2% | +126.7% | +45.6% | +158.9% |
| All | +211.3% | +317.2% | -105.8% | +217.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling