-35.3%
DOW vs ARMK
+120.0%
-155.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.2% | -2.7% |
| 7D | -2.4% | -2.4% | 0.0% | -1.5% |
| 30D | +0.4% | 0.0% | +0.4% | +0.1% |
| 3M | -14.4% | +6.7% | -21.1% | -17.0% |
| 6M | -7.0% | +38.8% | -45.8% | -20.5% |
| YTD | +30.2% | +55.2% | -25.0% | +5.4% |
| 1Y | +29.2% | +46.6% | -17.4% | +7.4% |
| All | -35.3% | +120.0% | -155.3% | -54.1% |
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