-10.9%
DOW vs ARMK
+184.7%
-195.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.1% |
| 7D | -6.0% | +0.3% | -6.3% | -6.1% |
| 30D | -2.7% | +2.4% | -5.1% | -3.9% |
| 3M | -10.5% | +6.1% | -16.5% | -12.9% |
| 6M | -12.4% | +41.8% | -54.2% | -25.0% |
| YTD | +30.0% | +55.5% | -25.5% | +7.1% |
| 1Y | +27.8% | +49.6% | -21.8% | +7.0% |
| 3Y | -34.9% | +122.8% | -157.7% | -54.3% |
| 5Y | -35.9% | +151.0% | -186.9% | -58.2% |
| All | -10.9% | +184.7% | -195.6% | -30.7% |
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 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