+147.7%
P vs ARMK
+114.7%
+33.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.7% |
| 7D | +6.5% | -2.4% | +8.9% | +7.5% |
| 30D | +18.8% | 0.0% | +18.8% | +19.1% |
| 3M | +26.7% | +6.7% | +20.1% | +24.4% |
| 6M | +62.2% | +38.8% | +23.4% | +44.8% |
| YTD | +48.5% | +55.2% | -6.7% | +27.2% |
| 1Y | +26.4% | +46.6% | -20.2% | +10.2% |
| All | +147.7% | +114.7% | +33.0% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling