+70.3%
SE vs ARMK
+91.9%
-21.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.5% | -4.3% | -2.4% |
| 7D | +2.0% | -2.6% | +4.6% | +3.4% |
| 30D | -20.0% | -5.2% | -14.8% | -17.8% |
| 3M | -31.8% | -6.5% | -25.3% | -29.2% |
| 6M | -15.9% | +15.3% | -31.1% | -22.9% |
| YTD | -40.6% | +43.6% | -84.2% | -51.6% |
| 1Y | -50.7% | +42.1% | -92.7% | -59.8% |
| 3Y | +70.3% | +94.0% | -23.7% | -7.0% |
| All | +70.3% | +91.9% | -21.7% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling