+803.0%
MA vs ARMK
+317.2%
+485.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -4.9% | -2.0% |
| 7D | +2.3% | -2.6% | +4.9% | +3.1% |
| 30D | +14.7% | -5.2% | +19.9% | +16.4% |
| 3M | +13.5% | -6.5% | +20.0% | +15.3% |
| 6M | +33.1% | +15.3% | +17.9% | +25.3% |
| YTD | +15.1% | +43.6% | -28.5% | -0.1% |
| 1Y | +18.7% | +42.1% | -23.3% | +3.4% |
| 3Y | +72.1% | +94.0% | -21.9% | +31.3% |
| 5Y | +92.8% | +96.3% | -3.5% | +44.3% |
| 10Y | +571.6% | +126.7% | +445.0% | +369.9% |
| All | +803.0% | +317.2% | +485.9% | +435.9% |
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