+589.4%
SE vs ARMK
+103.8%
+485.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -6.1% | -2.4% | -3.7% | -5.3% |
| 30D | -2.5% | 0.0% | -2.5% | -2.3% |
| 3M | +21.7% | +6.7% | +15.1% | +19.3% |
| 6M | +27.0% | +38.8% | -11.8% | +14.2% |
| YTD | -12.1% | +55.2% | -67.3% | -23.7% |
| 1Y | -40.9% | +46.6% | -87.5% | -47.9% |
| 3Y | +191.0% | +112.9% | +78.1% | +127.3% |
| 5Y | -68.3% | +144.0% | -212.2% | -75.7% |
| All | +589.4% | +103.8% | +485.6% | +533.9% |
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