+32.7%
IRM vs ARMK
+47.4%
-14.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | -0.5% | -2.4% | +1.9% | 0.0% |
| 30D | -8.1% | 0.0% | -8.1% | -7.9% |
| 3M | -9.7% | +6.7% | -16.3% | -10.4% |
| 6M | +10.0% | +38.8% | -28.8% | +5.0% |
| YTD | +43.0% | +55.2% | -12.2% | +31.9% |
| 1Y | +32.7% | +46.6% | -13.9% | +24.3% |
| All | +32.7% | +47.4% | -14.7% | +24.3% |
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