+34.5%
D vs ARMK
+131.6%
-97.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.3% |
| 7D | +1.5% | -2.4% | +3.9% | +1.7% |
| 30D | -2.6% | 0.0% | -2.6% | -2.6% |
| 3M | 0.0% | +6.7% | -6.7% | -0.8% |
| 6M | +7.4% | +38.8% | -31.5% | +2.9% |
| YTD | +15.9% | +55.2% | -39.3% | +9.5% |
| 1Y | +18.1% | +46.6% | -28.5% | +12.3% |
| 3Y | +58.4% | +112.9% | -54.5% | +43.3% |
| 5Y | +5.2% | +144.0% | -138.8% | -6.9% |
| All | +34.5% | +131.6% | -97.1% | +31.7% |
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