+66.5%
DD vs ARMK
+134.7%
-68.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.2% |
| 7D | -3.8% | +0.3% | -4.1% | -3.9% |
| 30D | -9.2% | +2.4% | -11.6% | -10.1% |
| 3M | -9.0% | +6.1% | -15.0% | -11.1% |
| 6M | -5.0% | +41.8% | -46.7% | -16.8% |
| YTD | +7.4% | +55.5% | -48.1% | -9.0% |
| 1Y | +35.1% | +49.6% | -14.5% | +16.0% |
| 3Y | +43.2% | +122.8% | -79.6% | +5.2% |
| 5Y | +59.6% | +151.0% | -91.4% | +10.9% |
| 10Y | +66.5% | +137.9% | -71.4% | +20.4% |
| All | +66.5% | +134.7% | -68.2% | +20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling