+119.9%
MS vs ARMK
+107.5%
+12.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.2% | -1.1% | +1.3% |
| 7D | +0.7% | +0.9% | -0.2% | +0.2% |
| 30D | -0.9% | -0.4% | -0.6% | -1.0% |
| 3M | -13.0% | -2.0% | -11.0% | -12.7% |
| 6M | -2.0% | +22.0% | -23.9% | -11.4% |
| YTD | +7.8% | +49.6% | -41.8% | -11.7% |
| 1Y | +17.9% | +46.4% | -28.5% | -2.6% |
| 3Y | +174.8% | +103.2% | +71.6% | +88.5% |
| 5Y | +119.9% | +108.1% | +11.7% | +43.1% |
| All | +119.9% | +107.5% | +12.3% | +43.1% |
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