+926.4%
MAR vs ARMK
+317.2%
+609.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.5% | -4.6% | -2.5% |
| 7D | +4.3% | -2.6% | +6.9% | +5.5% |
| 30D | +16.8% | -5.2% | +22.0% | +19.6% |
| 3M | +16.0% | -6.5% | +22.5% | +19.1% |
| 6M | +16.5% | +15.3% | +1.2% | +6.5% |
| YTD | +35.0% | +43.6% | -8.6% | +9.8% |
| 1Y | +49.4% | +42.1% | +7.3% | +22.1% |
| 3Y | +124.1% | +94.0% | +30.1% | +52.0% |
| 5Y | +159.2% | +96.3% | +62.9% | +72.3% |
| 10Y | +553.9% | +126.7% | +427.3% | +271.8% |
| All | +926.4% | +317.2% | +609.2% | +409.4% |
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