+370.2%
MO vs ARMK
+327.1%
+43.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | -0.8% | +2.8% | -3.6% | -1.2% |
| 30D | +8.0% | -1.8% | +9.8% | +8.1% |
| 3M | +20.9% | -10.9% | +31.8% | +22.7% |
| 6M | +16.3% | +21.2% | -4.9% | +12.4% |
| YTD | +40.7% | +47.0% | -6.3% | +31.8% |
| 1Y | +41.5% | +42.9% | -1.4% | +33.0% |
| 3Y | +141.5% | +95.0% | +46.5% | +113.4% |
| 5Y | +153.1% | +106.2% | +46.9% | +118.6% |
| 10Y | +149.3% | +131.6% | +17.7% | +110.0% |
| All | +370.2% | +327.1% | +43.1% | +276.5% |
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 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