+111.2%
MO vs ARMK
+134.7%
-23.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | +3.6% | +2.4% | +1.2% | +3.1% |
| 3M | -3.7% | +6.1% | -9.8% | -4.7% |
| 6M | +4.5% | +41.8% | -37.3% | -1.3% |
| YTD | +21.5% | +55.5% | -34.0% | +12.9% |
| 1Y | +9.5% | +49.6% | -40.1% | +2.3% |
| 3Y | +93.6% | +122.8% | -29.2% | +67.3% |
| 5Y | +97.5% | +151.0% | -53.5% | +65.1% |
| 10Y | +111.2% | +138.0% | -26.8% | +82.4% |
| All | +111.2% | +134.7% | -23.6% | +82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling