+237.3%
P vs ARMK
+90.4%
+147.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -3.9% | -12.5% | -14.6% |
| 7D | -31.9% | -10.2% | -21.7% | -28.2% |
| 30D | -36.5% | -9.3% | -27.2% | -33.3% |
| 3M | +11.6% | -11.4% | +23.0% | +18.6% |
| 6M | +25.2% | +11.6% | +13.6% | +20.1% |
| YTD | +39.4% | +37.5% | +2.0% | +21.6% |
| 1Y | -3.7% | +34.9% | -38.6% | -15.8% |
| 3Y | +167.3% | +83.4% | +83.8% | +98.2% |
| 5Y | +237.3% | +87.9% | +149.4% | +123.6% |
| All | +237.3% | +90.4% | +147.0% | +123.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling