-7.1%
M vs ARMK
+130.7%
-137.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | -3.3% | +2.8% | -6.1% | -4.9% |
| 30D | +8.1% | -1.8% | +9.9% | +8.5% |
| 3M | +2.2% | -10.9% | +13.1% | +8.5% |
| 6M | +35.1% | +21.2% | +13.9% | +18.0% |
| YTD | +15.8% | +47.0% | -31.2% | -10.7% |
| 1Y | +25.8% | +42.9% | -17.0% | -1.2% |
| 3Y | +156.2% | +95.0% | +61.2% | +60.4% |
| 5Y | -2.4% | +106.2% | -108.6% | -40.9% |
| 10Y | -7.1% | +131.6% | -138.7% | -50.0% |
| All | -7.1% | +130.7% | -137.8% | -50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling