+449.4%
LOW vs ARMK
+350.8%
+98.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.5% |
| 7D | -1.7% | -2.4% | +0.7% | -1.0% |
| 30D | -7.0% | 0.0% | -7.1% | -7.2% |
| 3M | -0.9% | +6.7% | -7.5% | -3.1% |
| 6M | -20.1% | +38.8% | -58.9% | -28.5% |
| YTD | -13.9% | +55.2% | -69.1% | -25.8% |
| 1Y | -21.1% | +46.6% | -67.7% | -30.9% |
| 3Y | -6.6% | +112.9% | -119.5% | -28.9% |
| 5Y | +9.4% | +144.0% | -134.6% | -21.6% |
| 10Y | +220.5% | +132.4% | +88.1% | +116.4% |
| All | +449.4% | +350.8% | +98.5% | +224.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling