+365.7%
SE vs ARMK
+88.5%
+277.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.5% | -4.3% | -1.4% |
| 7D | +2.0% | -2.6% | +4.6% | +2.8% |
| 30D | -20.0% | -5.2% | -14.8% | -18.7% |
| 3M | -31.8% | -6.5% | -25.3% | -30.3% |
| 6M | -15.9% | +15.3% | -31.1% | -19.8% |
| YTD | -40.6% | +43.6% | -84.2% | -47.2% |
| 1Y | -50.7% | +42.1% | -92.7% | -56.1% |
| 3Y | +70.3% | +94.0% | -23.7% | +37.0% |
| 5Y | -78.8% | +96.3% | -175.1% | -83.1% |
| All | +365.7% | +88.5% | +277.2% | +338.5% |
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