+84.1%
D vs ARMK
+317.2%
-233.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.5% | -5.9% | -2.0% |
| 7D | +3.0% | -2.6% | +5.6% | +3.2% |
| 30D | +11.5% | -5.2% | +16.7% | +12.0% |
| 3M | +3.7% | -6.5% | +10.2% | +4.3% |
| 6M | +13.5% | +15.3% | -1.7% | +11.2% |
| YTD | +20.7% | +43.6% | -22.9% | +14.9% |
| 1Y | +18.2% | +42.1% | -23.8% | +12.6% |
| 3Y | +73.3% | +94.0% | -20.7% | +58.2% |
| 5Y | +12.3% | +96.3% | -84.0% | +1.5% |
| 10Y | +43.4% | +126.7% | -83.3% | +32.6% |
| All | +84.1% | +317.2% | -233.0% | +61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling