+229.4%
C vs ARMK
+330.5%
-101.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.7% |
| 7D | -0.4% | -0.7% | +0.4% | -0.1% |
| 30D | -5.2% | -1.3% | -3.9% | -4.8% |
| 3M | -9.1% | -2.5% | -6.6% | -8.6% |
| 6M | -1.6% | +20.8% | -22.4% | -11.2% |
| YTD | +6.9% | +48.2% | -41.2% | -12.9% |
| 1Y | +23.0% | +45.7% | -22.8% | +0.9% |
| 3Y | +216.1% | +96.6% | +119.6% | +119.0% |
| 5Y | +112.2% | +106.6% | +5.7% | +39.7% |
| 10Y | +208.8% | +132.6% | +76.2% | +79.2% |
| All | +229.4% | +330.5% | -101.1% | +69.1% |
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