+44.1%
IR vs ARMK
+96.3%
-52.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.5% | -3.1% | -0.8% |
| 7D | +3.7% | -2.6% | +6.3% | +4.9% |
| 30D | +7.4% | -5.2% | +12.6% | +10.2% |
| 3M | -5.9% | -6.5% | +0.6% | -3.3% |
| 6M | +5.6% | +15.3% | -9.7% | -3.0% |
| YTD | +4.8% | +43.6% | -38.8% | -14.3% |
| 1Y | +6.9% | +42.1% | -35.1% | -12.2% |
| 3Y | +27.6% | +94.0% | -66.4% | -12.9% |
| All | +44.1% | +96.3% | -52.2% | -8.0% |
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