+72.1%
MA vs ARMK
+91.9%
-19.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -4.9% | -1.4% |
| 7D | +2.3% | -2.6% | +4.9% | +2.8% |
| 30D | +14.7% | -5.2% | +19.9% | +15.7% |
| 3M | +13.5% | -6.5% | +20.0% | +14.7% |
| 6M | +33.1% | +15.3% | +17.9% | +27.4% |
| YTD | +15.1% | +43.6% | -28.5% | +3.4% |
| 1Y | +18.7% | +42.1% | -23.3% | +7.0% |
| 3Y | +72.1% | +94.0% | -21.9% | +46.4% |
| All | +72.1% | +91.9% | -19.9% | +46.4% |
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 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