-67.2%
PL vs ARMK
+16.7%
-83.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.2% | -2.2% | -4.4% |
| 7D | -11.7% | -5.8% | -5.9% | -9.2% |
| 30D | -27.1% | -5.3% | -21.9% | -25.3% |
| 3M | -44.6% | -6.7% | -37.9% | -42.9% |
| 6M | -67.2% | +17.4% | -84.5% | -66.2% |
| All | -67.2% | +16.7% | -83.9% | -66.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling