-35.9%
DOW vs ARMK
+148.1%
-184.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.1% |
| 7D | -2.9% | +1.7% | -4.6% | -3.6% |
| 30D | +2.0% | +3.1% | -1.2% | +0.5% |
| 3M | -12.5% | +9.2% | -21.8% | -15.9% |
| 6M | -9.2% | +43.7% | -52.9% | -22.7% |
| YTD | +30.8% | +57.4% | -26.6% | +7.0% |
| 1Y | +29.4% | +51.9% | -22.5% | +7.6% |
| 3Y | -34.6% | +125.4% | -160.0% | -54.0% |
| 5Y | -35.9% | +149.1% | -185.0% | -57.9% |
| All | -35.9% | +148.1% | -184.1% | -57.9% |
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