+144.5%
T vs ARMK
+350.8%
-206.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.8% |
| 7D | -1.3% | -2.4% | +1.1% | -0.9% |
| 30D | +11.4% | 0.0% | +11.3% | +11.3% |
| 3M | +14.3% | +6.7% | +7.6% | +12.9% |
| 6M | -9.3% | +38.8% | -48.1% | -14.5% |
| YTD | +7.1% | +55.2% | -48.1% | -1.2% |
| 1Y | -9.1% | +46.6% | -55.7% | -15.4% |
| 3Y | +105.3% | +112.9% | -7.6% | +76.3% |
| 5Y | +66.8% | +144.0% | -77.2% | +38.2% |
| 10Y | +66.8% | +132.4% | -65.6% | +40.4% |
| All | +144.5% | +350.8% | -206.4% | +92.8% |
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