+32.3%
MSCI vs ARMK
+101.3%
-69.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.3% | +0.1% |
| 7D | +1.5% | +0.9% | +0.5% | +1.2% |
| 30D | +14.4% | -0.4% | +14.8% | +14.3% |
| 3M | +15.2% | -2.0% | +17.2% | +15.2% |
| 6M | +11.2% | +22.0% | -10.7% | +5.6% |
| YTD | +13.9% | +49.6% | -35.7% | +1.9% |
| 1Y | +12.5% | +46.4% | -33.9% | +1.2% |
| 3Y | +32.3% | +103.2% | -70.9% | +9.1% |
| All | +32.3% | +101.3% | -69.0% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling