+49.1%
D vs ARMK
+131.4%
-82.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.4% | +2.7% | -4.0% | -1.7% |
| 30D | +7.7% | -1.5% | +9.2% | +7.8% |
| 3M | -0.3% | -11.6% | +11.3% | +1.0% |
| 6M | +10.1% | +6.7% | +3.3% | +8.9% |
| YTD | +19.1% | +47.4% | -28.4% | +13.1% |
| 1Y | +15.9% | +41.5% | -25.6% | +10.6% |
| 3Y | +75.0% | +95.5% | -20.5% | +60.0% |
| 5Y | +13.4% | +108.4% | -95.0% | +2.1% |
| All | +49.1% | +131.4% | -82.3% | +42.6% |
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