-52.6%
IT vs ARMK
+93.2%
-145.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.5% | -8.5% | -5.8% |
| 7D | -16.9% | -2.6% | -14.3% | -16.2% |
| 30D | +2.3% | -5.2% | +7.5% | +4.0% |
| 3M | +2.9% | -6.5% | +9.4% | +4.6% |
| 6M | +25.9% | +15.3% | +10.6% | +13.9% |
| YTD | -24.6% | +43.6% | -68.2% | -40.3% |
| 1Y | -16.0% | +42.1% | -58.1% | -33.1% |
| All | -52.6% | +93.2% | -145.8% | -64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling