+147.8%
PR vs ARMK
+134.0%
+13.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.9% | -1.0% | -2.0% |
| 7D | -16.5% | -10.2% | -6.3% | -9.8% |
| 30D | -4.5% | -9.3% | +4.8% | +2.2% |
| 3M | +8.5% | -11.4% | +19.9% | +17.1% |
| 6M | -3.3% | +11.6% | -14.9% | -13.3% |
| YTD | +55.7% | +37.5% | +18.2% | +16.9% |
| 1Y | +82.0% | +34.9% | +47.1% | +38.1% |
| 3Y | +62.5% | +83.4% | -21.0% | -8.7% |
| 5Y | +223.9% | +87.9% | +136.0% | +68.9% |
| 10Y | +64.2% | +117.0% | -52.8% | -23.7% |
| All | +147.8% | +134.0% | +13.8% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling