+379.5%
SE vs ARMK
+96.4%
+283.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.2% | +1.5% |
| 7D | +3.3% | +0.9% | +2.4% | +2.9% |
| 30D | -18.2% | -0.4% | -17.8% | -18.2% |
| 3M | -31.3% | -2.0% | -29.3% | -30.8% |
| 6M | -10.1% | +22.0% | -32.1% | -15.9% |
| YTD | -38.9% | +49.6% | -88.5% | -46.4% |
| 1Y | -48.0% | +46.4% | -94.4% | -54.2% |
| 3Y | +78.8% | +103.2% | -24.4% | +41.6% |
| 5Y | -77.1% | +108.1% | -185.3% | -82.0% |
| All | +379.5% | +96.4% | +283.0% | +345.3% |
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 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