+729.3%
MAR vs ARMK
+350.8%
+378.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.6% |
| 7D | -4.2% | -2.4% | -1.7% | -2.9% |
| 30D | -6.7% | 0.0% | -6.7% | -7.0% |
| 3M | -12.5% | +6.7% | -19.1% | -15.7% |
| 6M | +0.6% | +38.8% | -38.2% | -16.1% |
| YTD | +9.1% | +55.2% | -46.1% | -14.3% |
| 1Y | +26.2% | +46.6% | -20.4% | +2.0% |
| 3Y | +68.2% | +112.9% | -44.7% | +9.0% |
| 5Y | +163.9% | +144.0% | +19.9% | +57.6% |
| 10Y | +420.6% | +132.4% | +288.1% | +192.1% |
| All | +729.3% | +350.8% | +378.5% | +297.5% |
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