+29.4%
LOW vs ARMK
+101.3%
-71.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.2% | -0.8% | +2.3% |
| 7D | +6.4% | +0.9% | +5.5% | +6.0% |
| 30D | +25.6% | -0.4% | +25.9% | +25.3% |
| 3M | +4.6% | -2.0% | +6.5% | +4.7% |
| 6M | +2.5% | +22.0% | -19.4% | -4.1% |
| YTD | -1.6% | +49.6% | -51.2% | -13.5% |
| 1Y | +1.7% | +46.4% | -44.6% | -10.0% |
| 3Y | +29.4% | +103.2% | -73.8% | +7.0% |
| All | +29.4% | +101.3% | -71.8% | +7.0% |
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