+82.0%
MET vs ARMK
+148.1%
-66.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.7% |
| 7D | +1.1% | +1.7% | -0.6% | +0.5% |
| 30D | -2.3% | +3.1% | -5.4% | -3.7% |
| 3M | +13.9% | +9.2% | +4.7% | +9.6% |
| 6M | +34.8% | +43.7% | -8.9% | +15.6% |
| YTD | +23.5% | +57.4% | -33.8% | +1.8% |
| 1Y | +23.4% | +51.9% | -28.5% | +3.1% |
| 3Y | +64.9% | +125.4% | -60.5% | +15.5% |
| 5Y | +82.0% | +149.1% | -67.0% | +17.3% |
| All | +82.0% | +148.1% | -66.1% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling