+1,100.4%
META vs ARMK
+350.8%
+749.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | +6.7% | -2.4% | +9.1% | +7.5% |
| 30D | +4.8% | 0.0% | +4.7% | +4.6% |
| 3M | -1.6% | +6.7% | -8.3% | -3.7% |
| 6M | -7.5% | +38.8% | -46.3% | -16.5% |
| YTD | -6.4% | +55.2% | -61.6% | -18.4% |
| 1Y | -17.3% | +46.6% | -64.0% | -26.8% |
| 3Y | +109.9% | +112.9% | -3.0% | +64.1% |
| 5Y | +65.4% | +144.0% | -78.6% | +23.8% |
| 10Y | +391.8% | +132.4% | +259.4% | +260.6% |
| All | +1,100.4% | +350.8% | +749.6% | +659.1% |
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