+78.2%
O vs ARMK
+131.1%
-52.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | -0.7% |
| 7D | +3.3% | +0.9% | +2.4% | +2.8% |
| 30D | +10.3% | -0.4% | +10.7% | +10.0% |
| 3M | -3.5% | -2.0% | -1.5% | -3.5% |
| 6M | -1.3% | +22.0% | -23.2% | -9.0% |
| YTD | +10.3% | +49.6% | -39.3% | -5.9% |
| 1Y | +10.4% | +46.4% | -36.0% | -5.2% |
| 3Y | +40.0% | +103.2% | -63.2% | +3.1% |
| 5Y | +12.4% | +108.1% | -95.8% | -20.6% |
| 10Y | +78.2% | +129.4% | -51.2% | +0.4% |
| All | +78.2% | +131.1% | -52.9% | +0.4% |
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