+58.4%
NDAQ vs ARMK
+144.6%
-86.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.6% |
| 7D | -2.4% | -2.4% | 0.0% | -1.7% |
| 30D | +2.5% | 0.0% | +2.4% | +2.3% |
| 3M | +9.9% | +6.7% | +3.3% | +7.5% |
| 6M | +9.4% | +38.8% | -29.4% | -1.7% |
| YTD | +0.4% | +55.2% | -54.8% | -13.1% |
| 1Y | +4.0% | +46.6% | -42.6% | -8.5% |
| 3Y | +94.4% | +112.9% | -18.5% | +49.1% |
| All | +58.4% | +144.6% | -86.2% | +14.1% |
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