-30.8%
DOW vs ARMK
+107.5%
-138.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.6% | -2.9% |
| 7D | -9.4% | +0.9% | -10.3% | -9.8% |
| 30D | +8.9% | -0.4% | +9.3% | +8.7% |
| 3M | +6.7% | -2.0% | +8.7% | +6.8% |
| 6M | -14.2% | +22.0% | -36.1% | -21.9% |
| YTD | +36.9% | +49.6% | -12.7% | +13.5% |
| 1Y | +45.8% | +46.4% | -0.6% | +22.0% |
| 3Y | -23.9% | +103.2% | -127.1% | -44.7% |
| 5Y | -30.8% | +108.1% | -138.9% | -51.0% |
| All | -30.8% | +107.5% | -138.3% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling