-83.7%
IRE vs ARMK
+48.1%
-131.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.9% | +14.9% | +14.8% |
| 7D | +54.8% | -2.4% | +57.2% | +57.6% |
| 30D | +18.4% | 0.0% | +18.4% | +18.1% |
| 3M | -66.7% | +6.7% | -73.4% | -69.5% |
| 6M | -52.3% | +38.8% | -91.1% | -64.7% |
| YTD | -52.3% | +55.2% | -107.5% | -63.7% |
| All | -83.7% | +48.1% | -131.8% | -87.6% |
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 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