-97.9%
IRE vs ARMK
+31.2%
-129.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -3.9% | -30.1% | -28.7% |
| 7D | -57.1% | -10.2% | -46.9% | -48.9% |
| 30D | -84.4% | -9.3% | -75.1% | -81.5% |
| 3M | -85.0% | -11.4% | -73.6% | -81.8% |
| 6M | -95.2% | +11.6% | -106.9% | -95.5% |
| YTD | -93.9% | +37.5% | -131.4% | -94.4% |
| 1Y | -98.8% | +34.9% | -133.7% | -98.9% |
| All | -97.9% | +31.2% | -129.1% | -98.1% |
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