-44.7%
S vs ARMK
+118.0%
-162.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.2% | +3.9% | +5.6% |
| 7D | +1.6% | +0.9% | +0.6% | +1.1% |
| 30D | -10.5% | -0.4% | -10.1% | -10.4% |
| 3M | +9.9% | -2.0% | +11.9% | +10.3% |
| 6M | +41.8% | +22.0% | +19.8% | +23.5% |
| YTD | +56.8% | +49.6% | +7.2% | +18.8% |
| 1Y | +39.0% | +46.4% | -7.3% | +6.4% |
| 3Y | +53.8% | +103.2% | -49.4% | -8.5% |
| 5Y | -68.6% | +108.1% | -176.7% | -83.2% |
| All | -44.7% | +118.0% | -162.6% | -71.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling