+246.4%
PR vs ARMK
+106.4%
+140.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.9% | +1.3% |
| 7D | -9.5% | -0.7% | -8.8% | -9.2% |
| 30D | -5.7% | -1.3% | -4.4% | -5.4% |
| 3M | +3.0% | -2.5% | +5.5% | +3.4% |
| 6M | +11.8% | +20.8% | -9.0% | +1.7% |
| YTD | +58.5% | +48.2% | +10.3% | +29.7% |
| 1Y | +69.9% | +45.7% | +24.1% | +39.9% |
| 3Y | +84.9% | +96.6% | -11.6% | +26.5% |
| 5Y | +246.4% | +106.6% | +139.9% | +131.9% |
| All | +246.4% | +106.4% | +140.0% | +131.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling