+291.3%
IR vs ARMK
+137.4%
+153.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.6% |
| 7D | -2.8% | -2.4% | -0.4% | -1.9% |
| 30D | -15.1% | 0.0% | -15.2% | -15.4% |
| 3M | +6.1% | +6.7% | -0.6% | +3.0% |
| 6M | -16.8% | +38.8% | -55.6% | -27.9% |
| YTD | -3.5% | +55.2% | -58.7% | -20.3% |
| 1Y | -3.5% | +46.6% | -50.1% | -18.5% |
| 3Y | +9.5% | +112.9% | -103.4% | -21.6% |
| 5Y | +45.1% | +144.0% | -98.9% | -3.1% |
| All | +291.3% | +137.4% | +153.9% | +199.2% |
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