-15.1%
F vs ARMK
+107.5%
-122.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.5% | -1.5% |
| 7D | -0.6% | +0.9% | -1.6% | -1.4% |
| 30D | +2.9% | -0.4% | +3.2% | +2.6% |
| 3M | -9.5% | -2.0% | -7.5% | -9.3% |
| 6M | +4.0% | +22.0% | -17.9% | -7.2% |
| YTD | -1.3% | +49.6% | -50.9% | -21.4% |
| 1Y | -1.9% | +46.4% | -48.3% | -21.1% |
| 3Y | +53.5% | +103.2% | -49.7% | -2.6% |
| 5Y | -15.1% | +108.1% | -123.3% | -51.2% |
| All | -15.1% | +107.5% | -122.7% | -51.2% |
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