+94.4%
MO vs ARMK
+125.3%
-30.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.1% |
| 7D | -2.0% | +1.7% | -3.7% | -2.1% |
| 30D | -0.3% | +3.1% | -3.4% | -0.5% |
| 3M | -2.9% | +9.2% | -12.2% | -3.7% |
| 6M | +5.8% | +43.7% | -37.9% | +2.6% |
| YTD | +22.0% | +57.4% | -35.4% | +17.3% |
| 1Y | +10.7% | +51.9% | -41.2% | +6.7% |
| 3Y | +94.4% | +125.4% | -31.0% | +76.5% |
| All | +94.4% | +125.3% | -30.9% | +76.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling