-49.3%
COMP vs ARMK
+104.7%
-154.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.5% | +6.3% | +7.2% |
| 7D | +13.4% | -2.6% | +16.1% | +15.8% |
| 30D | +11.1% | -5.2% | +16.3% | +15.4% |
| 3M | -18.8% | -6.5% | -12.3% | -15.1% |
| 6M | +10.5% | +15.3% | -4.8% | -3.8% |
| YTD | -3.4% | +43.6% | -47.0% | -30.1% |
| 1Y | +19.7% | +42.1% | -22.4% | -12.9% |
| 3Y | +381.6% | +94.0% | +287.6% | +143.3% |
| 5Y | -17.6% | +96.3% | -113.8% | -60.8% |
| All | -49.3% | +104.7% | -154.0% | -75.8% |
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 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