+537.5%
MAR vs ARMK
+125.8%
+411.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.2% |
| 7D | +2.9% | -0.7% | +3.6% | +2.9% |
| 30D | +17.0% | -1.3% | +18.4% | +17.3% |
| 3M | +23.2% | -2.5% | +25.6% | +23.6% |
| 6M | +21.7% | +20.8% | +0.9% | +8.3% |
| YTD | +38.9% | +48.2% | -9.3% | +10.5% |
| 1Y | +48.7% | +45.7% | +2.9% | +19.2% |
| 3Y | +122.9% | +96.6% | +26.3% | +48.7% |
| 5Y | +177.5% | +106.6% | +70.9% | +77.6% |
| 10Y | +537.5% | +132.6% | +405.0% | +260.0% |
| All | +537.5% | +125.8% | +411.7% | +260.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling