-26.2%
M vs ARMK
+350.8%
-377.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +3.1% |
| 7D | +4.7% | -2.4% | +7.1% | +6.1% |
| 30D | -9.6% | 0.0% | -9.7% | -10.1% |
| 3M | +0.9% | +6.7% | -5.8% | -3.4% |
| 6M | +22.3% | +38.8% | -16.5% | -0.3% |
| YTD | +6.5% | +55.2% | -48.7% | -19.0% |
| 1Y | +38.8% | +46.6% | -7.8% | +8.8% |
| 3Y | +115.9% | +112.9% | +3.0% | +31.7% |
| 5Y | +28.6% | +144.0% | -115.3% | -27.1% |
| 10Y | -2.5% | +132.4% | -135.0% | -46.7% |
| All | -26.2% | +350.8% | -377.0% | -64.0% |
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