+18.5%
IRM vs ARMK
+42.6%
-24.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | -5.3% | +2.8% | -8.0% | -5.9% |
| 30D | -2.3% | -1.8% | -0.5% | -2.0% |
| 3M | -7.4% | -10.9% | +3.4% | -5.2% |
| 6M | -12.2% | +21.2% | -33.5% | -14.5% |
| YTD | +38.6% | +47.0% | -8.4% | +26.0% |
| All | +18.5% | +42.6% | -24.2% | +9.3% |
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