+785.4%
MSCI vs ARMK
+123.7%
+661.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.5% | -6.7% | -3.5% |
| 7D | +2.8% | -2.6% | +5.5% | +3.4% |
| 30D | +15.4% | -5.2% | +20.6% | +16.8% |
| 3M | +13.4% | -6.5% | +19.9% | +14.9% |
| 6M | +10.9% | +15.3% | -4.4% | +5.4% |
| YTD | +13.0% | +43.6% | -30.6% | +0.1% |
| 1Y | +12.0% | +42.1% | -30.0% | -0.5% |
| 3Y | +34.1% | +94.0% | -59.9% | +6.7% |
| 5Y | +3.9% | +96.3% | -92.4% | -18.5% |
| All | +785.4% | +123.7% | +661.7% | +548.6% |
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