-23.7%
MARA vs ARMK
+54.5%
-78.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.2% | +1.7% | +3.3% |
| 7D | +5.9% | +3.1% | +2.8% | +4.5% |
| 30D | +24.3% | -2.8% | +27.1% | +25.7% |
| 3M | -12.0% | +7.6% | -19.6% | -15.2% |
| 6M | +40.1% | +47.9% | -7.8% | +15.0% |
| YTD | +33.4% | +60.0% | -26.6% | +5.5% |
| 1Y | -23.7% | +52.2% | -76.0% | -34.4% |
| All | -23.7% | +54.5% | -78.3% | -34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling