+814.1%
NDAQ vs ARMK
+350.8%
+463.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | -2.4% | -2.4% | 0.0% | -1.9% |
| 30D | +2.5% | 0.0% | +2.4% | +2.3% |
| 3M | +9.9% | +6.7% | +3.3% | +8.2% |
| 6M | +9.4% | +38.8% | -29.4% | +1.5% |
| YTD | +0.4% | +55.2% | -54.8% | -9.2% |
| 1Y | +4.0% | +46.6% | -42.6% | -4.9% |
| 3Y | +94.4% | +112.9% | -18.5% | +62.7% |
| 5Y | +56.7% | +144.0% | -87.2% | +26.2% |
| 10Y | +375.3% | +132.4% | +242.9% | +289.0% |
| All | +814.1% | +350.8% | +463.3% | +564.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling