-10.3%
M vs ARMK
+96.3%
-106.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.5% | -9.0% | -7.2% |
| 7D | -4.3% | -2.6% | -1.6% | -3.1% |
| 30D | +1.3% | -5.2% | +6.5% | +3.8% |
| 3M | -7.4% | -6.5% | -0.9% | -4.8% |
| 6M | +18.3% | +15.3% | +3.1% | +5.4% |
| YTD | +7.6% | +43.6% | -36.0% | -18.2% |
| 1Y | +17.4% | +42.1% | -24.7% | -10.1% |
| 3Y | +108.4% | +94.0% | +14.4% | +18.1% |
| All | -10.3% | +96.3% | -106.6% | -55.7% |
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