+48.4%
D vs ARMK
+130.7%
-82.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -2.4% | +2.8% | -5.2% | -2.8% |
| 30D | +9.0% | -1.8% | +10.8% | +9.0% |
| 3M | +1.0% | -10.9% | +11.8% | +2.1% |
| 6M | +11.0% | +21.2% | -10.2% | +8.1% |
| YTD | +19.8% | +47.0% | -27.2% | +13.8% |
| 1Y | +16.0% | +42.9% | -26.9% | +10.5% |
| 3Y | +74.4% | +95.0% | -20.6% | +59.5% |
| 5Y | +13.5% | +106.2% | -92.7% | +2.4% |
| 10Y | +48.4% | +131.6% | -83.3% | +42.0% |
| All | +48.4% | +130.7% | -82.4% | +42.0% |
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