+89.6%
MA vs ARMK
+106.4%
-16.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | +1.8% | -0.7% | +2.5% | +1.9% |
| 30D | +11.8% | -1.3% | +13.1% | +11.9% |
| 3M | +17.2% | -2.5% | +19.6% | +17.3% |
| 6M | +33.4% | +20.8% | +12.6% | +22.3% |
| YTD | +16.1% | +48.2% | -32.0% | -2.6% |
| 1Y | +19.9% | +45.7% | -25.8% | +1.1% |
| 3Y | +70.1% | +96.6% | -26.5% | +20.5% |
| 5Y | +89.6% | +106.6% | -16.9% | +28.0% |
| All | +89.6% | +106.4% | -16.8% | +28.0% |
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 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