+209.6%
B vs ARMK
+299.4%
-89.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +0.7% |
| 7D | +4.3% | -10.2% | +14.5% | +4.9% |
| 30D | -0.9% | -9.3% | +8.4% | -0.4% |
| 3M | -1.4% | -11.4% | +10.0% | -0.8% |
| 6M | +5.0% | +11.6% | -6.6% | +4.4% |
| YTD | -5.8% | +37.5% | -43.3% | -7.4% |
| 1Y | +25.6% | +34.9% | -9.3% | +23.7% |
| 3Y | +161.6% | +83.4% | +78.2% | +154.7% |
| 5Y | +135.2% | +87.9% | +47.3% | +128.5% |
| 10Y | +170.7% | +117.0% | +53.7% | +158.1% |
| All | +209.6% | +299.4% | -89.7% | +216.1% |
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