-25.8%
TE vs ARMK
+41.1%
-66.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.2% | +0.6% | -2.2% |
| 7D | +3.8% | -5.8% | +9.6% | +5.8% |
| 30D | -26.2% | -5.3% | -21.0% | -24.8% |
| 3M | -49.7% | -6.7% | -43.0% | -48.2% |
| 6M | -46.5% | +17.4% | -63.8% | -43.5% |
| YTD | -59.1% | +43.0% | -102.2% | -54.1% |
| 1Y | -25.8% | +40.3% | -66.1% | -16.2% |
| All | -25.8% | +41.1% | -66.9% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling