+325.3%
IR vs ARMK
+119.6%
+205.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.5% | -3.1% | -0.4% |
| 7D | +3.7% | -2.6% | +6.3% | +4.7% |
| 30D | +7.4% | -5.2% | +12.6% | +9.8% |
| 3M | -5.9% | -6.5% | +0.6% | -3.7% |
| 6M | +5.6% | +15.3% | -9.7% | -1.4% |
| YTD | +4.8% | +43.6% | -38.8% | -10.7% |
| 1Y | +6.9% | +42.1% | -35.1% | -8.6% |
| 3Y | +27.6% | +94.0% | -66.4% | -5.2% |
| 5Y | +45.8% | +96.3% | -50.4% | +6.2% |
| All | +325.3% | +119.6% | +205.6% | +235.2% |
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