+441.9%
MAR vs ARMK
+134.7%
+307.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.4% |
| 7D | -0.5% | +0.3% | -0.8% | -0.7% |
| 30D | -4.7% | +2.4% | -7.0% | -6.2% |
| 3M | -15.6% | +6.1% | -21.7% | -18.6% |
| 6M | +1.2% | +41.8% | -40.5% | -16.8% |
| YTD | +7.5% | +55.5% | -48.0% | -16.1% |
| 1Y | +26.6% | +49.6% | -23.0% | +0.7% |
| 3Y | +66.0% | +122.8% | -56.8% | +3.9% |
| 5Y | +154.1% | +151.0% | +3.1% | +47.6% |
| 10Y | +441.9% | +137.9% | +303.9% | +201.7% |
| All | +441.9% | +134.7% | +307.1% | +201.7% |
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