+207.0%
C vs ARMK
+131.4%
+75.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | +4.2% | +2.7% | +1.5% | +2.8% |
| 30D | +2.0% | -1.5% | +3.5% | +2.4% |
| 3M | -10.1% | -11.6% | +1.4% | -5.1% |
| 6M | +1.0% | +6.7% | -5.8% | -3.0% |
| YTD | +8.5% | +47.4% | -39.0% | -11.5% |
| 1Y | +25.7% | +41.5% | -15.8% | +4.5% |
| 3Y | +216.0% | +95.5% | +120.5% | +118.9% |
| 5Y | +112.3% | +108.4% | +3.9% | +38.7% |
| All | +207.0% | +131.4% | +75.7% | +87.3% |
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