+1,381.0%
NET vs ARMK
+82.2%
+1,298.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.2% | +1.6% | -1.5% |
| 7D | -16.4% | -5.8% | -10.5% | -15.0% |
| 30D | -25.8% | -5.3% | -20.6% | -24.8% |
| 3M | -11.5% | -6.7% | -4.8% | -10.2% |
| 6M | +18.9% | +17.4% | +1.6% | +13.3% |
| YTD | +35.2% | +43.0% | -7.8% | +21.8% |
| 1Y | +14.5% | +40.3% | -25.9% | +3.5% |
| 3Y | +313.8% | +90.8% | +223.0% | +243.3% |
| 5Y | +32.6% | +102.2% | -69.6% | +8.4% |
| All | +1,381.0% | +82.2% | +1,298.8% | +1,313.2% |
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 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