+966.8%
MOD vs ARMK
+131.1%
+835.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.2% | +5.7% | +7.5% |
| 7D | -13.9% | +0.9% | -14.9% | -13.7% |
| 30D | -41.5% | -0.4% | -41.2% | -40.8% |
| 3M | -45.7% | -2.0% | -43.8% | -44.6% |
| 6M | -61.1% | +22.0% | -83.1% | -65.1% |
| YTD | -20.5% | +49.6% | -70.1% | -36.3% |
| 1Y | -32.1% | +46.4% | -78.5% | -45.0% |
| 3Y | +146.5% | +103.2% | +43.2% | +64.6% |
| 5Y | +812.7% | +108.1% | +704.6% | +499.5% |
| 10Y | +966.8% | +129.4% | +837.4% | +634.6% |
| All | +966.8% | +131.1% | +835.7% | +634.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling