-13.3%
T vs ARMK
+15.0%
-28.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.5% | -5.3% | -0.9% |
| 7D | +1.0% | -2.6% | +3.7% | +1.1% |
| 30D | -10.6% | -5.2% | -5.4% | -10.5% |
| 3M | -7.7% | -6.5% | -1.2% | -7.5% |
| 6M | -13.3% | +15.3% | -28.6% | -14.3% |
| All | -13.3% | +15.0% | -28.3% | -14.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling