+62.1%
PR vs ARMK
+114.2%
-52.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.9% | -1.0% | -2.0% |
| 7D | -16.5% | -10.2% | -6.3% | -9.7% |
| 30D | -4.5% | -9.3% | +4.8% | +2.3% |
| 3M | +8.5% | -11.4% | +19.9% | +17.2% |
| 6M | -3.3% | +11.6% | -14.9% | -13.4% |
| YTD | +55.7% | +37.5% | +18.2% | +16.6% |
| 1Y | +82.0% | +34.9% | +47.1% | +37.8% |
| 3Y | +62.5% | +83.4% | -21.0% | -9.3% |
| 5Y | +223.9% | +87.9% | +136.0% | +67.5% |
| All | +62.1% | +114.2% | -52.1% | -24.3% |
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