+17.6%
PM vs ARMK
+50.1%
-32.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +1.0% |
| 7D | -1.3% | +1.7% | -3.0% | -1.5% |
| 30D | -2.6% | +3.1% | -5.7% | -2.9% |
| 3M | +5.8% | +9.2% | -3.4% | +4.6% |
| 6M | +10.6% | +43.7% | -33.1% | +5.2% |
| YTD | +17.2% | +57.4% | -40.2% | +9.9% |
| 1Y | +17.6% | +51.9% | -34.2% | +9.8% |
| All | +17.6% | +50.1% | -32.4% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling