+16.9%
IWM vs ARMK
+46.1%
-29.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.2% | -1.0% | +2.2% |
| 7D | +1.2% | +0.9% | +0.3% | +0.8% |
| 30D | +1.3% | -0.4% | +1.6% | +1.1% |
| 3M | -6.1% | -2.0% | -4.1% | -5.9% |
| 6M | -0.1% | +22.0% | -22.0% | -5.6% |
| YTD | +15.5% | +49.6% | -34.1% | +2.0% |
| All | +16.9% | +46.1% | -29.2% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling