+91.4%
IT vs ARMK
+134.7%
-43.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.2% |
| 7D | -9.1% | +0.3% | -9.5% | -9.3% |
| 30D | -12.2% | +2.4% | -14.5% | -13.3% |
| 3M | +7.8% | +6.1% | +1.8% | +4.7% |
| 6M | +2.0% | +41.8% | -39.8% | -12.4% |
| YTD | -32.7% | +55.5% | -88.3% | -44.3% |
| 1Y | -31.1% | +49.6% | -80.7% | -42.1% |
| 3Y | -52.1% | +122.8% | -174.9% | -65.4% |
| 5Y | -46.3% | +151.0% | -197.3% | -63.4% |
| 10Y | +91.4% | +137.9% | -46.6% | +24.2% |
| All | +91.4% | +134.7% | -43.4% | +24.2% |
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