+43.1%
MOD vs ARMK
+47.4%
-4.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.7% |
| 7D | +9.6% | -2.4% | +12.0% | +10.8% |
| 30D | 0.0% | 0.0% | 0.0% | +0.3% |
| 3M | -35.4% | +6.7% | -42.0% | -36.9% |
| 6M | -7.3% | +38.8% | -46.1% | -18.9% |
| YTD | +45.8% | +55.2% | -9.4% | +24.8% |
| 1Y | +43.1% | +46.6% | -3.5% | +24.7% |
| All | +43.1% | +47.4% | -4.3% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling