+62.6%
NDAQ vs ARMK
+96.3%
-33.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.2% | -1.0% |
| 7D | +0.8% | -2.6% | +3.5% | +1.5% |
| 30D | +16.5% | -5.2% | +21.7% | +17.9% |
| 3M | +13.5% | -6.5% | +20.0% | +15.0% |
| 6M | +20.9% | +15.3% | +5.7% | +14.3% |
| YTD | +11.4% | +43.6% | -32.2% | -2.4% |
| 1Y | +25.9% | +42.1% | -16.1% | +10.6% |
| 3Y | +119.9% | +94.0% | +25.8% | +70.8% |
| All | +62.6% | +96.3% | -33.7% | +19.6% |
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