+26.8%
PL vs ARMK
+94.6%
-67.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +4.5% | +5.9% | +7.3% |
| 7D | -6.8% | -2.6% | -4.2% | -4.7% |
| 30D | -29.3% | -5.2% | -24.1% | -26.4% |
| 3M | -44.8% | -6.5% | -38.3% | -42.2% |
| 6M | -68.4% | +15.3% | -83.6% | -71.5% |
| YTD | -36.4% | +43.6% | -80.0% | -51.1% |
| 1Y | +0.7% | +42.1% | -41.3% | -22.2% |
| 3Y | +455.3% | +94.0% | +361.3% | +236.1% |
| 5Y | +22.7% | +96.3% | -73.6% | -30.7% |
| All | +26.8% | +94.6% | -67.9% | -28.6% |
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 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