+13.1%
D vs ARMK
+106.4%
-93.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +2.4% | -0.7% | +3.1% | +2.4% |
| 30D | +10.9% | -1.3% | +12.2% | +10.9% |
| 3M | +2.8% | -2.5% | +5.3% | +3.0% |
| 6M | +12.7% | +20.8% | -8.1% | +8.3% |
| YTD | +20.3% | +48.2% | -27.9% | +11.1% |
| 1Y | +17.1% | +45.7% | -28.6% | +8.4% |
| 3Y | +75.1% | +96.6% | -21.4% | +51.7% |
| 5Y | +13.1% | +106.6% | -93.4% | -1.3% |
| All | +13.1% | +106.4% | -93.3% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling