-53.2%
S vs ARMK
+126.1%
-179.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.9% |
| 7D | -7.7% | -2.4% | -5.3% | -6.5% |
| 30D | -5.3% | 0.0% | -5.4% | -5.8% |
| 3M | +20.3% | +6.7% | +13.6% | +14.9% |
| 6M | +47.4% | +38.8% | +8.6% | +18.2% |
| YTD | +32.5% | +55.2% | -22.6% | -1.4% |
| 1Y | +9.5% | +46.6% | -37.1% | -15.9% |
| 3Y | +15.5% | +112.9% | -97.4% | -33.1% |
| 5Y | -71.2% | +144.0% | -215.2% | -85.0% |
| All | -53.2% | +126.1% | -179.3% | -75.9% |
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 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