+81.9%
META vs ARMK
+96.3%
-14.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.5% | -3.6% | -1.1% |
| 7D | -0.8% | -2.6% | +1.8% | +0.3% |
| 30D | -15.4% | -5.2% | -10.2% | -13.5% |
| 3M | +3.5% | -6.5% | +10.0% | +6.1% |
| 6M | -0.3% | +15.3% | -15.5% | -7.9% |
| YTD | -7.3% | +43.6% | -50.9% | -23.3% |
| 1Y | -1.1% | +42.1% | -43.1% | -17.9% |
| 3Y | +95.1% | +94.0% | +1.1% | +31.9% |
| All | +81.9% | +96.3% | -14.4% | +12.9% |
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