+90.3%
IT vs ARMK
+131.1%
-40.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | -1.1% |
| 7D | -18.8% | +0.9% | -19.7% | -19.3% |
| 30D | -0.1% | -0.4% | +0.3% | -0.5% |
| 3M | +2.9% | -2.0% | +4.9% | +2.7% |
| 6M | +20.4% | +22.0% | -1.6% | +9.6% |
| YTD | -24.3% | +49.6% | -73.9% | -36.7% |
| 1Y | -17.2% | +46.4% | -63.5% | -30.2% |
| 3Y | -52.4% | +103.2% | -155.6% | -64.5% |
| 5Y | -43.7% | +108.1% | -151.8% | -59.1% |
| 10Y | +90.3% | +129.4% | -39.1% | +24.6% |
| All | +90.3% | +131.1% | -40.8% | +24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling