+8.4%
MARA vs ARMK
+125.3%
-116.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.4% | +3.2% | +3.5% |
| 7D | +15.6% | +1.7% | +13.9% | +14.3% |
| 30D | +17.2% | +3.1% | +14.1% | +13.8% |
| 3M | -14.2% | +9.2% | -23.4% | -20.2% |
| 6M | +47.7% | +43.7% | +4.0% | +9.2% |
| YTD | +31.7% | +57.4% | -25.6% | -10.5% |
| 1Y | -22.2% | +51.9% | -74.0% | -45.7% |
| 3Y | +8.4% | +125.4% | -117.0% | -52.0% |
| All | +8.4% | +125.3% | -116.8% | -52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling