-21.3%
IT vs ARMK
+47.4%
-68.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.8% | -4.5% |
| 7D | -6.0% | -2.4% | -3.6% | -5.6% |
| 30D | 0.0% | 0.0% | 0.0% | -0.2% |
| 3M | +13.1% | +6.7% | +6.4% | +10.2% |
| 6M | +11.7% | +38.8% | -27.1% | -3.1% |
| YTD | -26.1% | +55.2% | -81.3% | -40.5% |
| 1Y | -21.3% | +46.6% | -67.9% | -34.1% |
| All | -21.3% | +47.4% | -68.7% | -34.1% |
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 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