+16.9%
D vs ARMK
+47.4%
-30.5%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | +0.4% | -2.4% | +2.8% | +0.6% |
| 30D | -3.6% | 0.0% | -3.6% | -3.6% |
| 3M | -1.0% | +6.7% | -7.7% | -1.5% |
| 6M | +6.3% | +38.8% | -32.5% | +3.0% |
| YTD | +14.7% | +55.2% | -40.5% | +10.7% |
| 1Y | +16.9% | +46.6% | -29.7% | +14.1% |
| All | +16.9% | +47.4% | -30.5% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling