+16.0%
D vs ARMK
+44.4%
-28.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | -2.4% | +2.8% | -5.2% | -2.3% |
| 30D | +9.0% | -1.8% | +10.8% | +8.9% |
| 3M | +1.0% | -10.9% | +11.8% | +1.5% |
| 6M | +11.0% | +21.2% | -10.2% | +9.4% |
| YTD | +19.8% | +47.0% | -27.2% | +19.0% |
| 1Y | +16.0% | +42.9% | -26.9% | +14.4% |
| All | +16.0% | +44.4% | -28.5% | +14.4% |
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 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