+76.0%
D vs ARMK
+96.1%
-20.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +2.5% |
| 6M | +11.0% | +21.2% | -10.2% | +6.9% |
| YTD | +19.8% | +47.0% | -27.2% | +11.3% |
| 1Y | +16.0% | +42.9% | -26.9% | +8.2% |
| All | +76.0% | +96.1% | -20.1% | +59.8% |
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