+7.8%
LOW vs ARMK
+146.8%
-139.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -0.6% | +0.3% | -1.0% | -0.7% |
| 30D | -9.3% | +2.4% | -11.6% | -10.2% |
| 3M | -8.1% | +6.1% | -14.1% | -10.2% |
| 6M | -19.8% | +41.8% | -61.5% | -29.3% |
| YTD | -16.4% | +55.5% | -71.9% | -28.8% |
| 1Y | -24.7% | +49.6% | -74.2% | -35.2% |
| 3Y | -8.8% | +122.8% | -131.6% | -33.8% |
| 5Y | +7.8% | +151.0% | -143.2% | -25.9% |
| All | +7.8% | +146.8% | -139.1% | -25.9% |
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