-54.2%
COMP vs ARMK
+95.9%
-150.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.9% | -4.3% | -5.1% |
| 7D | -1.8% | -10.2% | +8.4% | +6.8% |
| 30D | -0.8% | -9.3% | +8.5% | +6.6% |
| 3M | -28.1% | -11.4% | -16.7% | -21.6% |
| 6M | +27.0% | +11.6% | +15.4% | +13.4% |
| YTD | -12.8% | +37.5% | -50.2% | -34.8% |
| 1Y | +4.9% | +34.9% | -30.0% | -20.5% |
| 3Y | +321.0% | +83.4% | +237.6% | +122.8% |
| 5Y | -25.6% | +87.9% | -113.5% | -63.4% |
| All | -54.2% | +95.9% | -150.2% | -77.4% |
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