+1,411.3%
MSCI vs ARMK
+350.8%
+1,060.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | +0.4% | -2.4% | +2.8% | +1.1% |
| 30D | +0.6% | 0.0% | +0.5% | +0.3% |
| 3M | -7.1% | +6.7% | -13.7% | -9.1% |
| 6M | +0.8% | +38.8% | -38.0% | -9.3% |
| YTD | +1.0% | +55.2% | -54.2% | -12.5% |
| 1Y | +4.3% | +46.6% | -42.3% | -8.3% |
| 3Y | +9.9% | +112.9% | -103.0% | -15.2% |
| 5Y | -6.8% | +144.0% | -150.7% | -31.5% |
| 10Y | +614.7% | +132.4% | +482.2% | +399.5% |
| All | +1,411.3% | +350.8% | +1,060.5% | +796.3% |
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