+88.5%
MA vs ARMK
+106.7%
-18.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +1.3% | +2.7% | -1.4% | +0.3% |
| 30D | +9.6% | -1.5% | +11.1% | +9.8% |
| 3M | +16.8% | -11.6% | +28.3% | +21.6% |
| 6M | +35.2% | +6.7% | +28.4% | +30.5% |
| YTD | +16.6% | +47.4% | -30.9% | -2.1% |
| 1Y | +19.8% | +41.5% | -21.7% | +2.2% |
| 3Y | +70.7% | +95.5% | -24.8% | +21.1% |
| All | +88.5% | +106.7% | -18.2% | +25.8% |
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