+79.3%
PR vs ARMK
+114.7%
-35.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | +2.9% | -2.4% | +5.3% | +3.5% |
| 30D | +18.0% | 0.0% | +18.0% | +17.8% |
| 3M | +16.9% | +6.7% | +10.2% | +14.5% |
| 6M | +28.2% | +38.8% | -10.6% | +15.7% |
| YTD | +69.3% | +55.2% | +14.1% | +46.5% |
| 1Y | +69.5% | +46.6% | +22.9% | +49.5% |
| All | +79.3% | +114.7% | -35.4% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling