+62.1%
D vs ARMK
+114.7%
-52.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.3% |
| 7D | +1.5% | -2.4% | +3.9% | +1.9% |
| 30D | -2.6% | 0.0% | -2.6% | -2.7% |
| 3M | 0.0% | +6.7% | -6.7% | -1.2% |
| 6M | +7.4% | +38.8% | -31.5% | +0.9% |
| YTD | +15.9% | +55.2% | -39.3% | +6.4% |
| 1Y | +18.1% | +46.6% | -28.5% | +9.6% |
| All | +62.1% | +114.7% | -52.6% | +37.5% |
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