+32.7%
MET vs ARMK
+41.8%
-9.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +4.5% | +2.7% | +1.8% | +3.8% |
| 30D | +3.5% | -1.5% | +5.0% | +3.7% |
| 3M | +5.9% | -11.6% | +17.5% | +9.2% |
| 6M | +33.1% | +6.7% | +26.3% | +28.8% |
| YTD | +33.6% | +47.4% | -13.8% | +11.0% |
| 1Y | +32.7% | +41.5% | -8.8% | +12.8% |
| All | +32.7% | +41.8% | -9.1% | +12.8% |
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