+62.8%
META vs ARMK
+144.6%
-81.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.4% |
| 7D | +6.7% | -2.4% | +9.1% | +7.8% |
| 30D | +4.8% | 0.0% | +4.7% | +4.6% |
| 3M | -1.6% | +6.7% | -8.3% | -4.8% |
| 6M | -7.5% | +38.8% | -46.3% | -21.0% |
| YTD | -6.4% | +55.2% | -61.6% | -24.4% |
| 1Y | -17.3% | +46.6% | -64.0% | -31.6% |
| 3Y | +109.9% | +112.9% | -3.0% | +38.3% |
| All | +62.8% | +144.6% | -81.8% | -3.7% |
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