-49.3%
COMP vs ARMK
+110.1%
-159.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | 0.0% | +2.7% | -2.7% | -2.0% |
| 30D | +16.6% | -1.5% | +18.0% | +17.5% |
| 3M | -23.5% | -11.6% | -12.0% | -15.9% |
| 6M | +25.7% | +6.7% | +19.0% | +18.2% |
| YTD | -3.4% | +47.4% | -50.8% | -31.5% |
| 1Y | +7.6% | +41.5% | -33.9% | -21.3% |
| 3Y | +423.6% | +95.5% | +328.1% | +164.2% |
| 5Y | -10.6% | +108.4% | -119.0% | -58.6% |
| All | -49.3% | +110.1% | -159.5% | -76.3% |
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