+713.8%
MOD vs ARMK
+90.4%
+623.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.9% | -3.4% | -4.5% |
| 7D | -34.2% | -10.2% | -23.9% | -28.4% |
| 30D | -51.9% | -9.3% | -42.6% | -48.0% |
| 3M | -53.0% | -11.4% | -41.6% | -48.5% |
| 6M | -66.4% | +11.6% | -78.0% | -68.7% |
| YTD | -31.5% | +37.5% | -69.0% | -45.1% |
| 1Y | -39.6% | +34.9% | -74.5% | -51.0% |
| 3Y | +116.8% | +83.4% | +33.4% | +36.4% |
| 5Y | +713.8% | +87.9% | +625.9% | +373.2% |
| All | +713.8% | +90.4% | +623.4% | +373.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling