+480.7%
PAAS vs ARMK
+350.8%
+129.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.3% |
| 7D | -2.9% | -2.4% | -0.5% | -2.6% |
| 30D | +6.8% | 0.0% | +6.8% | +6.7% |
| 3M | -2.9% | +6.7% | -9.5% | -3.8% |
| 6M | -16.4% | +38.8% | -55.2% | -20.2% |
| YTD | 0.0% | +55.2% | -55.2% | -5.8% |
| 1Y | +54.3% | +46.6% | +7.7% | +46.1% |
| 3Y | +230.7% | +112.9% | +117.8% | +197.6% |
| 5Y | +111.6% | +144.0% | -32.3% | +87.3% |
| 10Y | +211.7% | +132.4% | +79.3% | +158.4% |
| All | +480.7% | +350.8% | +129.9% | +394.4% |
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