+45.3%
MO vs ARMK
+41.1%
+4.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.2% | +5.6% | +1.3% |
| 7D | +6.9% | -5.8% | +12.7% | +6.7% |
| 30D | +14.9% | -5.3% | +20.2% | +14.8% |
| 3M | +16.4% | -6.7% | +23.2% | +16.3% |
| 6M | +9.6% | +17.4% | -7.8% | +8.3% |
| YTD | +41.8% | +43.0% | -1.2% | +41.3% |
| 1Y | +45.3% | +40.3% | +5.0% | +44.8% |
| All | +45.3% | +41.1% | +4.2% | +44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling