-97.1%
IRE vs ARMK
+37.0%
-134.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +4.5% | +35.1% | +32.7% |
| 7D | -27.2% | -2.6% | -24.5% | -21.4% |
| 30D | -75.1% | -5.2% | -69.9% | -72.0% |
| 3M | -77.9% | -6.5% | -71.4% | -74.8% |
| 6M | -94.6% | +15.3% | -109.8% | -95.1% |
| YTD | -91.5% | +43.6% | -135.1% | -92.6% |
| 1Y | -97.8% | +42.1% | -139.9% | -98.1% |
| All | -97.1% | +37.0% | -134.1% | -97.5% |
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