+311.9%
MO vs ARMK
+350.8%
-38.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +0.3% | -2.4% | +2.7% | +0.7% |
| 30D | +0.6% | 0.0% | +0.6% | +0.5% |
| 3M | -1.0% | +6.7% | -7.6% | -2.1% |
| 6M | +4.3% | +38.8% | -34.5% | -1.1% |
| YTD | +23.3% | +55.2% | -31.9% | +14.7% |
| 1Y | +10.5% | +46.6% | -36.2% | +3.6% |
| 3Y | +96.3% | +112.9% | -16.6% | +71.3% |
| 5Y | +98.9% | +144.0% | -45.1% | +67.5% |
| 10Y | +103.6% | +132.4% | -28.8% | +71.7% |
| All | +311.9% | +350.8% | -38.9% | +227.8% |
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 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