+76.7%
D vs ARMK
+350.8%
-274.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | +0.4% | -2.4% | +2.8% | +0.7% |
| 30D | -3.6% | 0.0% | -3.6% | -3.6% |
| 3M | -1.0% | +6.7% | -7.7% | -1.8% |
| 6M | +6.3% | +38.8% | -32.5% | +1.9% |
| YTD | +14.7% | +55.2% | -40.5% | +8.4% |
| 1Y | +16.9% | +46.6% | -29.7% | +11.1% |
| 3Y | +56.8% | +112.9% | -56.1% | +41.7% |
| 5Y | +5.2% | +144.0% | -138.8% | -7.0% |
| 10Y | +35.9% | +132.4% | -96.6% | +25.6% |
| All | +76.7% | +350.8% | -274.1% | +53.7% |
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