+236.1%
PODD vs ARMK
+134.7%
+101.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.8% |
| 7D | -6.9% | +0.3% | -7.2% | -7.0% |
| 30D | -3.5% | +2.4% | -5.8% | -4.2% |
| 3M | -13.6% | +6.1% | -19.6% | -15.3% |
| 6M | -42.6% | +41.8% | -84.4% | -48.3% |
| YTD | -51.5% | +55.5% | -107.0% | -57.4% |
| 1Y | -60.9% | +49.6% | -110.5% | -65.3% |
| 3Y | -19.8% | +122.8% | -142.6% | -37.0% |
| 5Y | -54.4% | +151.0% | -205.4% | -65.5% |
| 10Y | +236.1% | +137.9% | +98.1% | +162.0% |
| All | +236.1% | +134.7% | +101.3% | +162.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling