+321.2%
MOD vs ARMK
+114.7%
+206.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.8% |
| 7D | +9.6% | -2.4% | +12.0% | +11.1% |
| 30D | 0.0% | 0.0% | 0.0% | 0.0% |
| 3M | -35.4% | +6.7% | -42.0% | -37.8% |
| 6M | -7.3% | +38.8% | -46.1% | -24.0% |
| YTD | +45.8% | +55.2% | -9.4% | +11.1% |
| 1Y | +43.1% | +46.6% | -3.5% | +12.6% |
| All | +321.2% | +114.7% | +206.5% | +152.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling