+498.8%
MAR vs ARMK
+131.4%
+367.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +1.6% | +2.7% | -1.1% | +0.1% |
| 30D | +13.8% | -1.5% | +15.3% | +14.2% |
| 3M | +20.3% | -11.6% | +31.8% | +27.5% |
| 6M | +21.3% | +6.7% | +14.6% | +15.8% |
| YTD | +37.2% | +47.4% | -10.2% | +9.5% |
| 1Y | +48.4% | +41.5% | +7.0% | +21.0% |
| 3Y | +120.1% | +95.5% | +24.6% | +47.3% |
| 5Y | +182.1% | +108.4% | +73.7% | +79.7% |
| All | +498.8% | +131.4% | +367.4% | +239.2% |
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