+1,630.0%
MSCI vs ARMK
+299.4%
+1,330.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.2% | -1.6% |
| 7D | +6.0% | -10.2% | +16.3% | +9.3% |
| 30D | +18.2% | -9.3% | +27.5% | +21.3% |
| 3M | +15.1% | -11.4% | +26.5% | +18.6% |
| 6M | +13.7% | +11.6% | +2.1% | +8.9% |
| YTD | +15.6% | +37.5% | -21.9% | +3.3% |
| 1Y | +16.3% | +34.9% | -18.6% | +4.5% |
| 3Y | +36.9% | +83.4% | -46.6% | +10.0% |
| 5Y | +6.3% | +87.9% | -81.6% | -16.1% |
| 10Y | +823.0% | +117.0% | +706.0% | +552.2% |
| All | +1,630.0% | +299.4% | +1,330.6% | +959.1% |
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 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