+228.5%
MET vs ARMK
+317.2%
-88.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.5% | -5.9% | -3.2% |
| 7D | -1.2% | -2.6% | +1.5% | -0.3% |
| 30D | +3.2% | -5.2% | +8.4% | +5.0% |
| 3M | -1.1% | -6.5% | +5.4% | +0.8% |
| 6M | +25.0% | +15.3% | +9.8% | +17.1% |
| YTD | +27.9% | +43.6% | -15.7% | +9.6% |
| 1Y | +32.9% | +42.1% | -9.2% | +14.3% |
| 3Y | +78.8% | +94.0% | -15.2% | +34.1% |
| 5Y | +79.6% | +96.3% | -16.7% | +31.1% |
| 10Y | +228.1% | +126.7% | +101.4% | +131.2% |
| All | +228.5% | +317.2% | -88.7% | +101.6% |
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