-50.0%
TE vs ARMK
+91.0%
-141.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.7% |
| 7D | +15.0% | +0.3% | +14.7% | +14.9% |
| 30D | -7.5% | +2.4% | -9.9% | -8.0% |
| 3M | -42.0% | +6.1% | -48.0% | -42.8% |
| 6M | -31.4% | +41.8% | -73.2% | -37.6% |
| YTD | -26.5% | +55.5% | -82.0% | -35.0% |
| 1Y | +153.1% | +49.6% | +103.5% | +126.4% |
| 3Y | -20.7% | +122.8% | -143.5% | -34.5% |
| 5Y | -45.4% | +151.0% | -196.4% | -55.1% |
| All | -50.0% | +91.0% | -141.0% | -59.5% |
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