+403.1%
PL vs ARMK
+83.8%
+319.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.9% | -6.2% | -7.8% |
| 7D | -20.5% | -10.2% | -10.3% | -15.0% |
| 30D | -38.8% | -9.3% | -29.5% | -34.9% |
| 3M | -49.1% | -11.4% | -37.7% | -45.4% |
| 6M | -69.4% | +11.6% | -81.0% | -71.4% |
| YTD | -42.3% | +37.5% | -79.8% | -53.0% |
| 1Y | -14.2% | +34.9% | -49.1% | -29.3% |
| All | +403.1% | +83.8% | +319.3% | +261.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling