-33.5%
MOD vs ARMK
+46.1%
-79.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.2% | +5.7% | +6.7% |
| 7D | -13.9% | +0.9% | -14.9% | -13.9% |
| 30D | -41.5% | -0.4% | -41.2% | -40.9% |
| 3M | -45.7% | -2.0% | -43.8% | -44.5% |
| 6M | -61.1% | +22.0% | -83.1% | -63.9% |
| YTD | -20.5% | +49.6% | -70.1% | -32.3% |
| All | -33.5% | +46.1% | -79.7% | -43.0% |
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