+18.1%
IEFA vs ARMK
+49.9%
-31.9%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.9% |
| 7D | -2.4% | -0.9% | -1.5% | -2.3% |
| 30D | -2.1% | -5.9% | +3.8% | -1.0% |
| 3M | +5.5% | +6.7% | -1.2% | +4.0% |
| 6M | +8.1% | +42.5% | -34.4% | -0.6% |
| YTD | +11.9% | +55.1% | -43.2% | +1.6% |
| 1Y | +18.1% | +50.3% | -32.2% | +7.3% |
| All | +18.1% | +49.9% | -31.9% | +7.3% |
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 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