+655.3%
P vs ARMK
+130.7%
+524.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.8% |
| 7D | -4.7% | +2.8% | -7.5% | -5.6% |
| 30D | -31.4% | -1.8% | -29.7% | -30.5% |
| 3M | -2.6% | -10.9% | +8.2% | +2.8% |
| 6M | +21.9% | +21.2% | +0.7% | +12.5% |
| YTD | +58.9% | +47.0% | +11.9% | +34.4% |
| 1Y | +21.7% | +42.9% | -21.1% | +3.7% |
| 3Y | +193.3% | +95.0% | +98.3% | +114.0% |
| 5Y | +275.1% | +106.2% | +168.9% | +161.5% |
| 10Y | +655.3% | +131.6% | +523.7% | +381.1% |
| All | +655.3% | +130.7% | +524.6% | +381.1% |
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