+220.1%
C vs ARMK
+131.1%
+89.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.2% | -1.7% | +0.5% |
| 7D | -0.9% | +0.9% | -1.8% | -1.5% |
| 30D | -5.4% | -0.4% | -5.0% | -5.5% |
| 3M | -9.2% | -2.0% | -7.2% | -8.9% |
| 6M | -1.8% | +22.0% | -23.8% | -11.8% |
| YTD | +6.7% | +49.6% | -42.9% | -13.5% |
| 1Y | +23.5% | +46.4% | -22.8% | +1.1% |
| 3Y | +219.8% | +103.2% | +116.6% | +117.6% |
| 5Y | +112.4% | +108.1% | +4.3% | +39.0% |
| 10Y | +220.1% | +129.4% | +90.7% | +94.1% |
| All | +220.1% | +131.1% | +89.0% | +94.1% |
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 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