-78.0%
SE vs ARMK
+106.7%
-184.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -0.5% | +2.7% | -3.2% | -2.5% |
| 30D | -20.9% | -1.5% | -19.5% | -20.5% |
| 3M | -38.9% | -11.6% | -27.3% | -33.1% |
| 6M | -19.4% | +6.7% | -26.2% | -24.3% |
| YTD | -40.9% | +47.4% | -88.3% | -57.4% |
| 1Y | -46.2% | +41.5% | -87.7% | -60.1% |
| 3Y | +63.7% | +95.5% | -31.8% | -17.2% |
| All | -78.0% | +106.7% | -184.7% | -91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling