+79.1%
META vs ARMK
+90.4%
-11.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.9% | -0.1% | -2.2% |
| 7D | -3.1% | -10.2% | +7.1% | +1.5% |
| 30D | -18.1% | -9.3% | -8.8% | -14.6% |
| 3M | +2.9% | -11.4% | +14.2% | +8.0% |
| 6M | +0.2% | +11.6% | -11.4% | -6.1% |
| YTD | -8.1% | +37.5% | -45.6% | -22.4% |
| 1Y | -4.5% | +34.9% | -39.4% | -18.8% |
| 3Y | +94.2% | +83.4% | +10.7% | +34.9% |
| 5Y | +79.1% | +87.9% | -8.8% | +13.8% |
| All | +79.1% | +90.4% | -11.3% | +13.8% |
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 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