+66.2%
NDAQ vs ARMK
+106.7%
-40.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +1.3% | +2.7% | -1.4% | +0.5% |
| 30D | +18.0% | -1.5% | +19.4% | +18.0% |
| 3M | +11.5% | -11.6% | +23.1% | +15.2% |
| 6M | +21.1% | +6.7% | +14.3% | +17.5% |
| YTD | +12.8% | +47.4% | -34.6% | -1.9% |
| 1Y | +25.7% | +41.5% | -15.8% | +10.7% |
| 3Y | +116.8% | +95.5% | +21.3% | +68.2% |
| All | +66.2% | +106.7% | -40.5% | +20.7% |
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