+83.0%
PL vs ARMK
+110.4%
-27.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.7% |
| 7D | -9.3% | -2.4% | -6.9% | -7.9% |
| 30D | -18.9% | 0.0% | -18.9% | -19.2% |
| 3M | -58.4% | +6.7% | -65.0% | -60.3% |
| 6M | -30.3% | +38.8% | -69.1% | -44.7% |
| YTD | -8.1% | +55.2% | -63.3% | -33.2% |
| 1Y | +180.5% | +46.6% | +133.9% | +111.7% |
| 3Y | +444.1% | +112.9% | +331.2% | +208.6% |
| 5Y | +83.0% | +144.0% | -60.9% | -2.3% |
| All | +83.0% | +110.4% | -27.3% | -2.4% |
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