+734.2%
MS vs ARMK
+299.4%
+434.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.9% | -2.1% | -4.4% |
| 7D | -3.4% | -10.2% | +6.8% | +0.8% |
| 30D | -3.9% | -9.3% | +5.4% | -0.3% |
| 3M | -15.9% | -11.4% | -4.5% | -12.1% |
| 6M | -2.5% | +11.6% | -14.1% | -7.6% |
| YTD | +5.1% | +37.5% | -32.4% | -8.8% |
| 1Y | +13.0% | +34.9% | -22.0% | -1.3% |
| 3Y | +160.7% | +83.4% | +77.2% | +97.5% |
| 5Y | +114.0% | +87.9% | +26.1% | +57.9% |
| 10Y | +637.5% | +117.0% | +520.5% | +403.5% |
| All | +734.2% | +299.4% | +434.8% | +384.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling