+27.4%
M vs ARMK
+144.6%
-117.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +3.1% |
| 7D | +4.7% | -2.4% | +7.1% | +6.2% |
| 30D | -9.6% | 0.0% | -9.7% | -10.2% |
| 3M | +0.9% | +6.7% | -5.8% | -3.8% |
| 6M | +22.3% | +38.8% | -16.5% | -2.8% |
| YTD | +6.5% | +55.2% | -48.7% | -21.9% |
| 1Y | +38.8% | +46.6% | -7.8% | +5.4% |
| 3Y | +115.9% | +112.9% | +3.0% | +16.9% |
| All | +27.4% | +144.6% | -117.2% | -41.1% |
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