-29.9%
COMP vs ARMK
+144.6%
-174.5%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.3% |
| 7D | +1.4% | -2.4% | +3.8% | +3.5% |
| 30D | -13.3% | 0.0% | -13.4% | -13.7% |
| 3M | +41.1% | +6.7% | +34.5% | +33.1% |
| 6M | +17.2% | +38.8% | -21.6% | -12.7% |
| YTD | +5.2% | +55.2% | -50.0% | -29.4% |
| 1Y | +18.9% | +46.6% | -27.7% | -16.7% |
| 3Y | +215.9% | +112.9% | +103.0% | +40.7% |
| All | -29.9% | +144.6% | -174.5% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling