+377.8%
MO vs ARMK
+328.3%
+49.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +3.3% | +2.7% | +0.6% | +2.9% |
| 30D | +7.5% | -1.5% | +9.0% | +7.6% |
| 3M | +22.8% | -11.6% | +34.3% | +24.8% |
| 6M | +13.4% | +6.7% | +6.6% | +11.8% |
| YTD | +43.0% | +47.4% | -4.4% | +33.8% |
| 1Y | +45.2% | +41.5% | +3.7% | +36.7% |
| 3Y | +145.5% | +95.5% | +50.0% | +116.9% |
| 5Y | +157.1% | +108.4% | +48.7% | +121.7% |
| 10Y | +153.3% | +132.3% | +21.1% | +113.3% |
| All | +377.8% | +328.3% | +49.5% | +282.4% |
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 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