-95.2%
IRE vs ARMK
+12.8%
-108.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -3.9% | -30.1% | -27.5% |
| 7D | -57.1% | -10.2% | -46.9% | -47.4% |
| 30D | -84.4% | -9.3% | -75.1% | -81.0% |
| 3M | -85.0% | -11.4% | -73.6% | -81.3% |
| 6M | -95.2% | +11.6% | -106.9% | -96.0% |
| All | -95.2% | +12.8% | -108.1% | -96.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling