+39.1%
O vs ARMK
+96.6%
-57.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -0.4% | +2.7% | -3.0% | -0.7% |
| 30D | +7.1% | -1.5% | +8.6% | +7.2% |
| 3M | -5.2% | -11.6% | +6.3% | -3.9% |
| 6M | -1.8% | +6.7% | -8.5% | -2.8% |
| YTD | +9.1% | +47.4% | -38.4% | +3.0% |
| 1Y | +9.7% | +41.5% | -31.8% | +4.2% |
| 3Y | +39.1% | +95.5% | -56.4% | +26.9% |
| All | +39.1% | +96.6% | -57.5% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling