+269.0%
C vs ARMK
+350.8%
-81.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | +3.6% | -2.4% | +6.0% | +4.8% |
| 30D | +0.1% | 0.0% | 0.0% | -0.2% |
| 3M | +2.4% | +6.7% | -4.2% | -1.1% |
| 6M | +24.9% | +38.8% | -13.9% | +5.7% |
| YTD | +19.8% | +55.2% | -35.4% | -4.1% |
| 1Y | +44.9% | +46.6% | -1.7% | +18.8% |
| 3Y | +263.0% | +112.9% | +150.1% | +142.4% |
| 5Y | +129.5% | +144.0% | -14.4% | +39.2% |
| 10Y | +291.6% | +132.4% | +159.2% | +127.7% |
| All | +269.0% | +350.8% | -81.9% | +86.0% |
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