-50.4%
COMP vs ARMK
+111.2%
-161.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.9% | -6.5% | -6.6% |
| 7D | +7.2% | -0.7% | +7.9% | +7.9% |
| 30D | +6.4% | -1.3% | +7.7% | +7.1% |
| 3M | -19.4% | -2.5% | -17.0% | -18.4% |
| 6M | +14.6% | +20.8% | -6.2% | -3.9% |
| YTD | -5.5% | +48.2% | -53.7% | -33.3% |
| 1Y | +13.7% | +45.7% | -32.1% | -18.8% |
| 3Y | +409.7% | +96.6% | +313.1% | +156.2% |
| 5Y | -17.0% | +106.6% | -123.6% | -61.6% |
| All | -50.4% | +111.2% | -161.6% | -76.9% |
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