+47.1%
F vs ARMK
+299.4%
-252.3%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | +0.4% |
| 7D | +1.4% | -10.2% | +11.6% | +5.7% |
| 30D | +2.0% | -9.3% | +11.3% | +5.8% |
| 3M | -10.4% | -11.4% | +1.0% | -6.4% |
| 6M | +9.7% | +11.6% | -1.9% | +4.4% |
| YTD | -1.2% | +37.5% | -38.7% | -13.8% |
| 1Y | 0.0% | +34.9% | -34.9% | -12.2% |
| 3Y | +41.1% | +83.4% | -42.3% | +7.4% |
| 5Y | -11.4% | +87.9% | -99.3% | -33.8% |
| 10Y | +85.0% | +117.0% | -32.0% | +24.5% |
| All | +47.1% | +299.4% | -252.3% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling