+51.4%
IEFA vs ARMK
+148.5%
-97.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | -1.1% | +2.4% | -3.5% | -1.9% |
| 3M | +5.1% | +6.1% | -1.0% | +3.0% |
| 6M | +9.3% | +41.8% | -32.4% | -1.9% |
| YTD | +13.0% | +55.5% | -42.6% | -1.6% |
| 1Y | +19.2% | +49.6% | -30.4% | +4.8% |
| 3Y | +67.0% | +122.8% | -55.8% | +26.5% |
| All | +51.4% | +148.5% | -97.0% | +8.6% |
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