+22.8%
MET vs ARMK
+47.4%
-24.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | +1.2% | -2.4% | +3.6% | +1.9% |
| 30D | +1.4% | 0.0% | +1.4% | +1.3% |
| 3M | +17.7% | +6.7% | +11.0% | +14.7% |
| 6M | +35.0% | +38.8% | -3.8% | +17.3% |
| YTD | +26.3% | +55.2% | -28.9% | +3.2% |
| 1Y | +22.8% | +46.6% | -23.8% | +4.0% |
| All | +22.8% | +47.4% | -24.6% | +4.0% |
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 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