+158.6%
M vs ARMK
+100.8%
+57.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.9% |
| 7D | +5.0% | -0.7% | +5.7% | +5.2% |
| 30D | +10.6% | -1.3% | +11.9% | +10.8% |
| 3M | +1.6% | -2.5% | +4.1% | +1.9% |
| 6M | +30.8% | +20.8% | +10.0% | +19.9% |
| YTD | +16.9% | +48.2% | -31.3% | -2.6% |
| 1Y | +26.3% | +45.7% | -19.5% | +6.1% |
| 3Y | +158.6% | +96.6% | +62.1% | +94.6% |
| All | +158.6% | +100.8% | +57.8% | +94.6% |
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 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