+700.2%
MA vs ARMK
+350.8%
+349.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -2.7% | -2.4% | -0.3% | -1.9% |
| 30D | +1.5% | 0.0% | +1.5% | +1.3% |
| 3M | +20.4% | +6.7% | +13.8% | +17.4% |
| 6M | +11.1% | +38.8% | -27.7% | -1.6% |
| YTD | +2.0% | +55.2% | -53.2% | -13.4% |
| 1Y | -2.2% | +46.6% | -48.8% | -15.4% |
| 3Y | +41.9% | +112.9% | -71.0% | +5.1% |
| 5Y | +75.4% | +144.0% | -68.6% | +22.4% |
| 10Y | +527.5% | +132.4% | +395.1% | +338.9% |
| All | +700.2% | +350.8% | +349.3% | +364.5% |
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