+29.7%
PM vs ARMK
+44.4%
-14.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.1% |
| 7D | -7.1% | +2.8% | -9.9% | -7.2% |
| 30D | -2.8% | -1.8% | -1.0% | -2.7% |
| 3M | +6.3% | -10.9% | +17.2% | +7.6% |
| 6M | +9.6% | +21.2% | -11.6% | +5.9% |
| YTD | +25.6% | +47.0% | -21.4% | +17.4% |
| 1Y | +29.7% | +42.9% | -13.2% | +21.9% |
| All | +29.7% | +44.4% | -14.8% | +21.9% |
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