+45.2%
PL vs ARMK
+102.8%
-57.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +4.2% | +10.3% | +11.6% |
| 7D | +10.9% | +0.9% | +10.0% | +10.9% |
| 30D | -16.4% | -0.4% | -16.0% | -15.6% |
| 3M | -39.9% | -2.0% | -38.0% | -39.0% |
| 6M | -63.2% | +22.0% | -85.1% | -68.0% |
| YTD | -27.1% | +49.6% | -76.7% | -45.4% |
| 1Y | +12.2% | +46.4% | -34.2% | -14.9% |
| 3Y | +584.3% | +103.2% | +481.1% | +301.9% |
| 5Y | +37.0% | +108.1% | -71.1% | -24.6% |
| All | +45.2% | +102.8% | -57.6% | -20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling