-7.8%
LOW vs ARMK
+125.3%
-133.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.2% |
| 7D | +0.4% | +1.7% | -1.3% | -0.1% |
| 30D | -10.1% | +3.1% | -13.2% | -11.0% |
| 3M | -2.9% | +9.2% | -12.1% | -5.6% |
| 6M | -19.4% | +43.7% | -63.1% | -28.2% |
| YTD | -15.4% | +57.4% | -72.8% | -26.8% |
| 1Y | -24.9% | +51.9% | -76.8% | -34.4% |
| 3Y | -7.8% | +125.4% | -133.2% | -30.3% |
| All | -7.8% | +125.3% | -133.1% | -30.3% |
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 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