+210.6%
O vs ARMK
+350.8%
-140.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -0.7% | -2.4% | +1.7% | 0.0% |
| 30D | -1.9% | 0.0% | -1.9% | -2.1% |
| 3M | +3.8% | +6.7% | -2.8% | +1.4% |
| 6M | -4.7% | +38.8% | -43.6% | -15.3% |
| YTD | +12.5% | +55.2% | -42.7% | -4.1% |
| 1Y | +10.8% | +46.6% | -35.8% | -3.8% |
| 3Y | +28.8% | +112.9% | -84.1% | -4.8% |
| 5Y | +13.2% | +144.0% | -130.8% | -23.0% |
| 10Y | +53.5% | +132.4% | -79.0% | -10.8% |
| All | +210.6% | +350.8% | -140.3% | +65.3% |
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