+33.0%
MET vs ARMK
+41.1%
-8.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.2% | +6.4% | +3.2% |
| 7D | +3.9% | -5.8% | +9.7% | +5.3% |
| 30D | +6.8% | -5.3% | +12.1% | +8.0% |
| 3M | +7.7% | -6.7% | +14.4% | +9.1% |
| 6M | +32.9% | +17.4% | +15.6% | +22.9% |
| YTD | +33.9% | +43.0% | -9.1% | +11.0% |
| 1Y | +33.0% | +40.3% | -7.3% | +11.4% |
| All | +33.0% | +41.1% | -8.1% | +11.4% |
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