+176.6%
P vs ARMK
+91.9%
+84.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.5% | -0.9% | +1.7% |
| 7D | -23.8% | -2.6% | -21.2% | -22.8% |
| 30D | -36.6% | -5.2% | -31.4% | -35.0% |
| 3M | +10.9% | -6.5% | +17.4% | +14.5% |
| 6M | +30.0% | +15.3% | +14.7% | +25.3% |
| YTD | +44.4% | +43.6% | +0.8% | +28.4% |
| 1Y | +3.9% | +42.1% | -38.1% | -7.6% |
| 3Y | +176.6% | +94.0% | +82.6% | +145.6% |
| All | +176.6% | +91.9% | +84.6% | +145.6% |
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