+105.9%
C vs ARMK
+96.3%
+9.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -3.9% | -1.4% |
| 7D | -2.4% | -2.6% | +0.2% | -1.4% |
| 30D | -6.0% | -5.2% | -0.8% | -4.0% |
| 3M | -10.5% | -6.5% | -4.0% | -8.4% |
| 6M | -5.7% | +15.3% | -21.0% | -12.4% |
| YTD | +4.1% | +43.6% | -39.5% | -12.7% |
| 1Y | +20.5% | +42.1% | -21.6% | +1.4% |
| 3Y | +208.1% | +94.0% | +114.1% | +119.5% |
| All | +105.9% | +96.3% | +9.6% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling