+224.4%
MET vs ARMK
+350.8%
-126.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | +1.2% | -2.4% | +3.6% | +2.1% |
| 30D | +1.4% | 0.0% | +1.4% | +1.2% |
| 3M | +17.7% | +6.7% | +11.0% | +14.4% |
| 6M | +35.0% | +38.8% | -3.8% | +18.0% |
| YTD | +26.3% | +55.2% | -28.9% | +5.5% |
| 1Y | +22.8% | +46.6% | -23.8% | +4.8% |
| 3Y | +65.9% | +112.9% | -47.0% | +20.5% |
| 5Y | +85.4% | +144.0% | -58.6% | +24.8% |
| 10Y | +253.7% | +132.4% | +121.3% | +148.1% |
| All | +224.4% | +350.8% | -126.4% | +94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling