+47.0%
DD vs ARMK
+120.0%
-73.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.7% |
| 7D | -3.5% | -2.4% | -1.1% | -2.6% |
| 30D | -10.3% | 0.0% | -10.3% | -10.4% |
| 3M | -7.5% | +6.7% | -14.2% | -10.2% |
| 6M | -8.0% | +38.8% | -46.8% | -20.7% |
| YTD | +10.5% | +55.2% | -44.7% | -9.1% |
| 1Y | +38.3% | +46.6% | -8.3% | +16.3% |
| All | +47.0% | +120.0% | -73.0% | +10.0% |
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