+41.8%
ES vs ARMK
+91.9%
-50.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.5% | -7.3% | -3.5% |
| 7D | +1.9% | -2.6% | +4.5% | +2.2% |
| 30D | +7.1% | -5.2% | +12.2% | +7.8% |
| 3M | -1.9% | -6.5% | +4.6% | -1.2% |
| 6M | +4.4% | +15.3% | -10.9% | +1.1% |
| YTD | +7.3% | +43.6% | -36.3% | -0.4% |
| 1Y | +2.1% | +42.1% | -39.9% | -5.1% |
| 3Y | +41.8% | +94.0% | -52.2% | +28.3% |
| All | +41.8% | +91.9% | -50.1% | +28.3% |
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