+46.0%
F vs ARMK
+96.6%
-50.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -3.1% | +2.7% | -5.8% | -4.0% |
| 30D | 0.0% | -1.5% | +1.5% | +0.3% |
| 3M | -13.2% | -11.6% | -1.7% | -9.4% |
| 6M | -10.2% | +6.7% | -17.0% | -13.1% |
| YTD | -4.9% | +47.4% | -52.4% | -18.4% |
| 1Y | -6.1% | +41.5% | -47.6% | -18.2% |
| 3Y | +46.0% | +95.5% | -49.6% | +15.8% |
| All | +46.0% | +96.6% | -50.7% | +15.8% |
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