+64.8%
PR vs ARMK
+131.1%
-66.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.2% | -5.2% | -4.1% |
| 7D | -12.4% | +0.9% | -13.3% | -13.0% |
| 30D | -6.6% | -0.4% | -6.2% | -6.7% |
| 3M | +7.5% | -2.0% | +9.5% | +7.6% |
| 6M | +10.8% | +22.0% | -11.2% | -7.2% |
| YTD | +57.0% | +49.6% | +7.4% | +10.3% |
| 1Y | +67.9% | +46.4% | +21.6% | +19.5% |
| 3Y | +87.6% | +103.2% | -15.6% | -3.2% |
| 5Y | +220.4% | +108.1% | +112.2% | +53.0% |
| 10Y | +64.8% | +129.4% | -64.6% | -28.0% |
| All | +64.8% | +131.1% | -66.3% | -28.0% |
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