+68.4%
T vs ARMK
+134.7%
-66.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | -3.1% | +0.3% | -3.4% | -3.1% |
| 30D | +4.6% | +2.4% | +2.2% | +4.1% |
| 3M | +12.2% | +6.1% | +6.2% | +11.0% |
| 6M | -6.5% | +41.8% | -48.2% | -12.2% |
| YTD | +4.9% | +55.5% | -50.6% | -3.3% |
| 1Y | -10.5% | +49.6% | -60.1% | -17.0% |
| 3Y | +104.6% | +122.8% | -18.2% | +74.2% |
| 5Y | +64.2% | +151.0% | -86.8% | +35.3% |
| 10Y | +68.4% | +137.9% | -69.5% | +48.0% |
| All | +68.4% | +134.7% | -66.3% | +48.0% |
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 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