+707.9%
P vs ARMK
+131.1%
+576.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.2% | +2.1% | +4.5% |
| 7D | -9.6% | +0.9% | -10.5% | -9.6% |
| 30D | -33.4% | -0.4% | -33.1% | -33.0% |
| 3M | +14.2% | -2.0% | +16.2% | +16.0% |
| 6M | +31.6% | +22.0% | +9.6% | +21.1% |
| YTD | +53.5% | +49.6% | +3.9% | +28.9% |
| 1Y | +14.2% | +46.4% | -32.2% | -3.7% |
| 3Y | +190.5% | +103.2% | +87.3% | +108.5% |
| 5Y | +256.3% | +108.1% | +148.2% | +147.8% |
| 10Y | +707.9% | +129.4% | +578.4% | +414.2% |
| All | +707.9% | +131.1% | +576.7% | +414.2% |
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