+26.2%
MAR vs ARMK
+47.4%
-21.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | -4.2% | -2.4% | -1.7% | -3.2% |
| 30D | -6.7% | 0.0% | -6.7% | -6.8% |
| 3M | -12.5% | +6.7% | -19.1% | -15.2% |
| 6M | +0.6% | +38.8% | -38.2% | -15.1% |
| YTD | +9.1% | +55.2% | -46.1% | -13.8% |
| 1Y | +26.2% | +46.6% | -20.4% | +3.0% |
| All | +26.2% | +47.4% | -21.2% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling