+26.4%
P vs ARMK
+47.4%
-21.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.6% |
| 7D | +6.5% | -2.4% | +8.9% | +7.1% |
| 30D | +18.8% | 0.0% | +18.8% | +19.0% |
| 3M | +26.7% | +6.7% | +20.1% | +27.0% |
| 6M | +62.2% | +38.8% | +23.4% | +60.9% |
| YTD | +48.5% | +55.2% | -6.7% | +53.2% |
| 1Y | +26.4% | +46.6% | -20.2% | +33.0% |
| All | +26.4% | +47.4% | -21.0% | +33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling