+108.2%
T vs ARMK
+317.2%
-208.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.5% | -5.3% | -1.6% |
| 7D | +1.0% | -2.6% | +3.7% | +1.4% |
| 30D | -10.6% | -5.2% | -5.4% | -9.9% |
| 3M | -7.7% | -6.5% | -1.2% | -6.9% |
| 6M | -13.3% | +15.3% | -28.6% | -15.8% |
| YTD | -8.8% | +43.6% | -52.4% | -14.9% |
| 1Y | -8.4% | +42.1% | -50.4% | -14.4% |
| 3Y | +59.6% | +94.0% | -34.4% | +39.2% |
| 5Y | +52.1% | +96.3% | -44.2% | +30.6% |
| 10Y | +56.9% | +126.7% | -69.8% | +32.3% |
| All | +108.2% | +317.2% | -208.9% | +66.1% |
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