+928.1%
MAR vs ARMK
+334.6%
+593.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -4.0% | -2.0% |
| 7D | +0.2% | +0.9% | -0.7% | -0.5% |
| 30D | +14.0% | -0.4% | +14.4% | +13.7% |
| 3M | +18.1% | -2.0% | +20.1% | +18.2% |
| 6M | +18.6% | +22.0% | -3.4% | +5.3% |
| YTD | +35.3% | +49.6% | -14.3% | +7.7% |
| 1Y | +44.5% | +46.4% | -1.9% | +16.2% |
| 3Y | +120.7% | +103.2% | +17.5% | +46.0% |
| 5Y | +164.1% | +108.1% | +56.0% | +70.3% |
| 10Y | +515.5% | +129.4% | +386.1% | +246.5% |
| All | +928.1% | +334.6% | +593.5% | +399.2% |
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 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