+195.8%
GM vs ARMK
+350.8%
-155.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.2% |
| 7D | +1.9% | -2.4% | +4.3% | +3.0% |
| 30D | -1.4% | 0.0% | -1.4% | -1.6% |
| 3M | +5.9% | +6.7% | -0.8% | +2.6% |
| 6M | +12.4% | +38.8% | -26.4% | -3.5% |
| YTD | +8.6% | +55.2% | -46.5% | -11.6% |
| 1Y | +52.6% | +46.6% | +6.0% | +27.4% |
| 3Y | +169.7% | +112.9% | +56.8% | +85.0% |
| 5Y | +87.5% | +144.0% | -56.4% | +20.2% |
| 10Y | +233.0% | +132.4% | +100.5% | +98.6% |
| All | +195.8% | +350.8% | -155.0% | +62.3% |
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