+43.5%
F vs ARMK
+91.9%
-48.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.2% | -2.3% |
| 7D | +1.6% | -2.6% | +4.2% | +2.4% |
| 30D | +2.6% | -5.2% | +7.8% | +4.4% |
| 3M | -8.8% | -6.5% | -2.3% | -6.9% |
| 6M | +4.6% | +15.3% | -10.6% | -1.5% |
| YTD | -1.9% | +43.6% | -45.5% | -15.0% |
| 1Y | -0.8% | +42.1% | -42.8% | -13.8% |
| 3Y | +43.5% | +94.0% | -50.5% | +15.0% |
| All | +43.5% | +91.9% | -48.5% | +15.0% |
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 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