-97.7%
IRE vs ARMK
+41.1%
-138.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -4.2% | -19.1% | -18.2% |
| 7D | -46.8% | -5.8% | -41.0% | -41.9% |
| 30D | -75.5% | -5.3% | -70.3% | -73.2% |
| 3M | -79.4% | -6.7% | -72.7% | -77.2% |
| 6M | -91.3% | +17.4% | -108.6% | -92.4% |
| YTD | -90.8% | +43.0% | -133.8% | -92.0% |
| 1Y | -97.7% | +40.3% | -138.0% | -98.0% |
| All | -97.7% | +41.1% | -138.8% | -98.0% |
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 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