+485.4%
P vs ARMK
+189.5%
+295.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.8% |
| 7D | +6.5% | -2.4% | +8.9% | +7.6% |
| 30D | +18.8% | 0.0% | +18.8% | +19.1% |
| 3M | +26.7% | +6.7% | +20.1% | +23.6% |
| 6M | +62.2% | +38.8% | +23.4% | +40.5% |
| YTD | +48.5% | +55.2% | -6.7% | +22.3% |
| 1Y | +26.4% | +46.6% | -20.2% | +6.0% |
| 3Y | +159.4% | +112.9% | +46.5% | +81.6% |
| 5Y | +275.8% | +144.0% | +131.8% | +142.9% |
| 10Y | +732.0% | +132.4% | +599.6% | +409.8% |
| All | +485.4% | +189.5% | +295.9% | +239.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling