+53.9%
F vs ARMK
+144.6%
-90.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.3% | +1.9% |
| 7D | +5.3% | -2.4% | +7.7% | +6.6% |
| 30D | +4.6% | 0.0% | +4.6% | +4.3% |
| 3M | -3.7% | +6.7% | -10.3% | -7.2% |
| 6M | +16.8% | +38.8% | -22.0% | -1.9% |
| YTD | +15.3% | +55.2% | -39.9% | -9.0% |
| 1Y | +31.0% | +46.6% | -15.6% | +6.3% |
| 3Y | +45.4% | +112.9% | -67.5% | -8.6% |
| All | +53.9% | +144.6% | -90.7% | -12.2% |
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