+906.4%
MOD vs ARMK
+123.7%
+782.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.5% | +1.3% | +3.2% |
| 7D | -25.5% | -2.6% | -22.9% | -23.9% |
| 30D | -49.0% | -5.2% | -43.8% | -47.0% |
| 3M | -49.8% | -6.5% | -43.3% | -47.5% |
| 6M | -64.8% | +15.3% | -80.0% | -67.4% |
| YTD | -27.6% | +43.6% | -71.2% | -40.7% |
| 1Y | -35.2% | +42.1% | -77.3% | -46.6% |
| 3Y | +137.1% | +94.0% | +43.1% | +62.4% |
| 5Y | +760.3% | +96.3% | +664.0% | +482.6% |
| All | +906.4% | +123.7% | +782.7% | +608.8% |
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 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