-53.6%
IT vs ARMK
+96.6%
-150.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | +1.1% | +2.7% | -1.6% | 0.0% |
| 30D | -1.8% | -1.5% | -0.4% | -1.8% |
| 3M | +4.8% | -11.6% | +16.4% | +9.9% |
| 6M | +33.0% | +6.7% | +26.3% | +26.4% |
| YTD | -23.8% | +47.4% | -71.3% | -40.2% |
| 1Y | -16.5% | +41.5% | -58.0% | -33.0% |
| 3Y | -53.6% | +95.5% | -149.2% | -65.1% |
| All | -53.6% | +96.6% | -150.3% | -65.1% |
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