+23.1%
Q vs ARMK
+32.5%
-9.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.5% | +1.9% | +3.2% |
| 7D | +0.3% | -2.6% | +2.9% | +2.1% |
| 30D | -9.8% | -5.2% | -4.6% | -6.3% |
| 3M | -12.2% | -6.5% | -5.7% | -8.2% |
| 6M | -21.6% | +15.3% | -36.9% | -30.2% |
| YTD | +43.6% | +43.6% | 0.0% | +14.9% |
| 1Y | +25.7% | +42.1% | -16.4% | +0.5% |
| All | +23.1% | +32.5% | -9.4% | -2.1% |
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