+18.3%
GME vs ARMK
+44.7%
-26.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.6% |
| 7D | +4.8% | -0.7% | +5.5% | +4.4% |
| 30D | -4.3% | -1.3% | -2.9% | -4.4% |
| 3M | +35.3% | -2.5% | +37.8% | +35.1% |
| 6M | +4.7% | +20.8% | -16.1% | +3.9% |
| YTD | +26.6% | +48.2% | -21.5% | +22.9% |
| 1Y | +18.3% | +45.7% | -27.4% | +14.9% |
| All | +18.3% | +44.7% | -26.4% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling