+27.4%
M vs ARMK
+41.8%
-14.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +7.0% | +2.7% | +4.4% | +6.5% |
| 30D | +8.9% | -1.5% | +10.4% | +9.1% |
| 3M | +4.5% | -11.6% | +16.1% | +7.0% |
| 6M | +36.2% | +6.7% | +29.5% | +33.3% |
| YTD | +15.1% | +47.4% | -32.3% | -1.9% |
| 1Y | +27.4% | +41.5% | -14.0% | +12.9% |
| All | +27.4% | +41.8% | -14.4% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling