+261.9%
MOH vs ARMK
+146.1%
+115.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.2% | +1.3% |
| 7D | +1.7% | +3.1% | -1.4% | +1.0% |
| 30D | -0.9% | -2.8% | +1.9% | -0.3% |
| 3M | +5.7% | +7.6% | -1.9% | +3.8% |
| 6M | +39.1% | +47.9% | -8.8% | +26.8% |
| YTD | +17.7% | +60.0% | -42.3% | +5.1% |
| 1Y | +8.4% | +52.2% | -43.9% | -2.2% |
| 3Y | -36.6% | +131.4% | -168.0% | -48.9% |
| 5Y | -19.1% | +163.2% | -182.3% | -37.8% |
| All | +261.9% | +146.1% | +115.9% | +197.7% |
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