+103.3%
MTB vs ARMK
+148.1%
-44.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.2% |
| 7D | +2.8% | +1.7% | +1.1% | +2.0% |
| 30D | -4.2% | +3.1% | -7.3% | -5.6% |
| 3M | +7.8% | +9.2% | -1.4% | +3.4% |
| 6M | +14.8% | +43.7% | -28.9% | -3.0% |
| YTD | +20.8% | +57.4% | -36.6% | -2.4% |
| 1Y | +23.1% | +51.9% | -28.7% | +0.9% |
| 3Y | +114.8% | +125.4% | -10.6% | +42.8% |
| 5Y | +103.3% | +149.1% | -45.8% | +24.5% |
| All | +103.3% | +148.1% | -44.9% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling