+50.3%
O vs ARMK
+136.6%
-86.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.9% |
| 7D | -0.6% | +1.7% | -2.2% | -1.1% |
| 30D | -2.0% | +3.1% | -5.1% | -3.2% |
| 3M | +3.0% | +9.2% | -6.2% | -0.4% |
| 6M | -3.6% | +43.7% | -47.3% | -16.0% |
| YTD | +12.1% | +57.4% | -45.3% | -5.7% |
| 1Y | +8.9% | +51.9% | -43.0% | -7.5% |
| 3Y | +30.3% | +125.4% | -95.1% | -7.5% |
| 5Y | +13.7% | +149.1% | -135.4% | -25.2% |
| 10Y | +50.3% | +135.4% | -85.2% | -11.9% |
| All | +50.3% | +136.6% | -86.4% | -11.9% |
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