+73.3%
D vs ARMK
+91.9%
-18.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.5% | -5.9% | -2.0% |
| 7D | +3.0% | -2.6% | +5.6% | +3.3% |
| 30D | +11.5% | -5.2% | +16.7% | +12.1% |
| 3M | +3.7% | -6.5% | +10.2% | +4.4% |
| 6M | +13.5% | +15.3% | -1.7% | +10.2% |
| YTD | +20.7% | +43.6% | -22.9% | +12.5% |
| 1Y | +18.2% | +42.1% | -23.8% | +10.3% |
| 3Y | +73.3% | +94.0% | -20.7% | +58.3% |
| All | +73.3% | +91.9% | -18.6% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling