-20.6%
MOH vs ARMK
+147.8%
-168.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.4% | +3.2% |
| 7D | -1.3% | -0.9% | -0.4% | -1.1% |
| 30D | +3.0% | -5.9% | +8.9% | +4.3% |
| 3M | +1.2% | +6.7% | -5.5% | -0.3% |
| 6M | +41.7% | +42.5% | -0.8% | +30.7% |
| YTD | +15.4% | +55.1% | -39.7% | +4.1% |
| 1Y | +11.8% | +50.3% | -38.5% | +1.5% |
| 3Y | -37.5% | +122.2% | -159.7% | -49.1% |
| 5Y | -20.6% | +155.2% | -175.8% | -38.2% |
| All | -20.6% | +147.8% | -168.4% | -38.2% |
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