+357.6%
RF vs ARMK
+299.4%
+58.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.7% | -0.2% |
| 7D | -1.6% | -10.2% | +8.6% | +3.8% |
| 30D | +5.0% | -9.3% | +14.3% | +10.0% |
| 3M | -10.0% | -11.4% | +1.4% | -4.9% |
| 6M | +3.3% | +11.6% | -8.3% | -3.8% |
| YTD | +7.9% | +37.5% | -29.5% | -10.3% |
| 1Y | +21.2% | +34.9% | -13.7% | +1.7% |
| 3Y | +105.8% | +83.4% | +22.4% | +43.1% |
| 5Y | +43.7% | +87.9% | -44.2% | -3.5% |
| 10Y | +289.4% | +117.0% | +172.4% | +123.0% |
| All | +357.6% | +299.4% | +58.2% | +140.3% |
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 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