+124.3%
MOD vs ARMK
+83.8%
+40.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.9% | -3.4% | -4.8% |
| 7D | -34.2% | -10.2% | -23.9% | -29.0% |
| 30D | -51.9% | -9.3% | -42.6% | -48.4% |
| 3M | -53.0% | -11.4% | -41.6% | -48.9% |
| 6M | -66.4% | +11.6% | -78.0% | -68.1% |
| YTD | -31.5% | +37.5% | -69.0% | -42.7% |
| 1Y | -39.6% | +34.9% | -74.5% | -48.9% |
| All | +124.3% | +83.8% | +40.6% | +70.9% |
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