-21.9%
M vs ARMK
+299.4%
-321.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.9% | -2.0% | -3.7% |
| 7D | -2.1% | -10.2% | +8.1% | +3.8% |
| 30D | +7.7% | -9.3% | +17.0% | +13.2% |
| 3M | -4.4% | -11.4% | +7.0% | +1.4% |
| 6M | +27.5% | +11.6% | +15.9% | +17.5% |
| YTD | +12.8% | +37.5% | -24.7% | -8.7% |
| 1Y | +20.7% | +34.9% | -14.2% | -1.1% |
| 3Y | +111.3% | +83.4% | +27.9% | +39.8% |
| 5Y | -6.3% | +87.9% | -94.2% | -38.8% |
| 10Y | +1.5% | +117.0% | -115.5% | -42.1% |
| All | -21.9% | +299.4% | -321.3% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling