+29.9%
IRM vs ARMK
+50.1%
-20.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.9% |
| 7D | +1.6% | +1.7% | -0.1% | +1.3% |
| 30D | -4.2% | +3.1% | -7.3% | -4.6% |
| 3M | -5.4% | +9.2% | -14.6% | -6.5% |
| 6M | +12.0% | +43.7% | -31.7% | +6.3% |
| YTD | +42.0% | +57.4% | -15.3% | +30.3% |
| 1Y | +29.9% | +51.9% | -22.0% | +20.7% |
| All | +29.9% | +50.1% | -20.2% | +20.7% |
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