+219.1%
C vs ARMK
+299.4%
-80.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.9% | -1.2% | -3.2% |
| 7D | -5.3% | -10.2% | +4.9% | -0.4% |
| 30D | -7.3% | -9.3% | +2.0% | -3.2% |
| 3M | -13.5% | -11.4% | -2.1% | -8.9% |
| 6M | -6.5% | +11.6% | -18.1% | -12.4% |
| YTD | +3.6% | +37.5% | -33.9% | -12.5% |
| 1Y | +18.9% | +34.9% | -16.0% | +1.2% |
| 3Y | +205.0% | +83.4% | +121.5% | +118.4% |
| 5Y | +109.4% | +87.9% | +21.5% | +44.3% |
| 10Y | +232.9% | +117.0% | +115.9% | +99.6% |
| All | +219.1% | +299.4% | -80.3% | +69.8% |
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