+649.0%
P vs ARMK
+131.1%
+517.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.3% |
| 7D | +17.8% | +7.1% | +10.7% | +14.4% |
| 30D | -29.9% | -1.6% | -28.2% | -29.0% |
| 3M | -1.2% | -10.5% | +9.4% | +4.2% |
| 6M | +32.1% | +11.8% | +20.3% | +26.7% |
| YTD | +64.3% | +47.3% | +17.0% | +38.8% |
| 1Y | +24.3% | +41.5% | -17.2% | +6.3% |
| 3Y | +203.2% | +95.3% | +107.9% | +121.2% |
| 5Y | +290.4% | +108.1% | +182.3% | +171.1% |
| All | +649.0% | +131.1% | +517.9% | +377.2% |
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