-40.2%
IT vs ARMK
+144.6%
-184.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.8% | -4.2% |
| 7D | -6.0% | -2.4% | -3.6% | -5.0% |
| 30D | 0.0% | 0.0% | 0.0% | -0.5% |
| 3M | +13.1% | +6.7% | +6.4% | +8.7% |
| 6M | +11.7% | +38.8% | -27.1% | -6.9% |
| YTD | -26.1% | +55.2% | -81.3% | -42.0% |
| 1Y | -21.3% | +46.6% | -67.9% | -36.3% |
| 3Y | -46.7% | +112.9% | -159.6% | -63.8% |
| All | -40.2% | +144.6% | -184.8% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling