+202.3%
O vs ARMK
+317.2%
-114.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.5% | -5.2% | -2.2% |
| 7D | +3.7% | -2.6% | +6.3% | +4.4% |
| 30D | +11.2% | -5.2% | +16.4% | +12.8% |
| 3M | -4.0% | -6.5% | +2.5% | -2.4% |
| 6M | -5.2% | +15.3% | -20.5% | -10.6% |
| YTD | +9.5% | +43.6% | -34.1% | -4.6% |
| 1Y | +10.6% | +42.1% | -31.5% | -3.4% |
| 3Y | +38.1% | +94.0% | -55.9% | +5.0% |
| 5Y | +10.2% | +96.3% | -86.0% | -18.9% |
| 10Y | +71.4% | +126.7% | -55.3% | +0.9% |
| All | +202.3% | +317.2% | -114.9% | +64.4% |
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 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