+489.4%
NDAQ vs ARMK
+131.1%
+358.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +1.7% | +7.1% | -5.4% | +0.2% |
| 30D | +16.2% | -1.6% | +17.9% | +16.3% |
| 3M | +14.0% | -10.5% | +24.5% | +16.3% |
| 6M | +22.3% | +11.8% | +10.5% | +18.8% |
| YTD | +13.0% | +47.3% | -34.3% | +3.2% |
| 1Y | +24.0% | +41.5% | -17.5% | +14.2% |
| 3Y | +117.1% | +95.3% | +21.8% | +85.6% |
| 5Y | +67.5% | +108.1% | -40.6% | +39.8% |
| All | +489.4% | +131.1% | +358.3% | +403.8% |
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