+355.0%
SE vs ARMK
+93.0%
+262.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.4% |
| 7D | -7.7% | +2.8% | -10.5% | -8.6% |
| 30D | -22.8% | -1.8% | -21.1% | -22.5% |
| 3M | -43.7% | -10.9% | -32.9% | -41.7% |
| 6M | -12.8% | +21.2% | -34.1% | -18.2% |
| YTD | -42.0% | +47.0% | -89.0% | -48.8% |
| 1Y | -48.0% | +42.9% | -90.9% | -53.8% |
| 3Y | +62.7% | +95.0% | -32.3% | +30.5% |
| 5Y | -77.8% | +106.2% | -184.0% | -82.4% |
| All | +355.0% | +93.0% | +262.0% | +325.1% |
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 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